trending
This commit is contained in:
Brendon J. Brewer
Victor Shyba
parent
6cba95c148
commit
0c7be8975f
6 changed files with 316 additions and 878 deletions
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@ -30,6 +30,7 @@ from lbry.wallet.server.db.claimtrie import get_takeover_name_ops, StagedActivat
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from lbry.wallet.server.db.claimtrie import get_remove_name_ops, get_remove_effective_amount_ops
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from lbry.wallet.server.db.prefixes import ACTIVATED_SUPPORT_TXO_TYPE, ACTIVATED_CLAIM_TXO_TYPE
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from lbry.wallet.server.db.prefixes import PendingActivationKey, PendingActivationValue, Prefixes, ClaimToTXOValue
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from lbry.wallet.server.db.trending import TrendingDB
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from lbry.wallet.server.udp import StatusServer
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from lbry.wallet.server.db.revertable import RevertableOp, RevertablePut, RevertableDelete, RevertableOpStack
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if typing.TYPE_CHECKING:
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@ -263,6 +264,8 @@ class BlockProcessor:
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self.claim_channels: Dict[bytes, bytes] = {}
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self.hashXs_by_tx: DefaultDict[bytes, List[int]] = defaultdict(list)
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self.trending_db = TrendingDB(env.db_dir)
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async def claim_producer(self):
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if self.db.db_height <= 1:
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return
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@ -310,6 +313,7 @@ class BlockProcessor:
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start = time.perf_counter()
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await self.run_in_thread(self.advance_block, block)
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await self.flush()
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self.trending_db.process_block(self.height, self.daemon.cached_height())
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self.logger.info("advanced to %i in %0.3fs", self.height, time.perf_counter() - start)
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if self.height == self.coin.nExtendedClaimExpirationForkHeight:
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self.logger.warning(
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@ -514,6 +518,9 @@ class BlockProcessor:
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self.txo_to_claim[(tx_num, nout)] = pending
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self.claim_hash_to_txo[claim_hash] = (tx_num, nout)
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self.db_op_stack.extend_ops(pending.get_add_claim_utxo_ops())
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self.trending_db.add_event({"claim_hash": claim_hash,
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"event": "upsert",
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"lbc": 1E-8*txo.amount})
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def _add_support(self, txo: 'Output', tx_num: int, nout: int):
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supported_claim_hash = txo.claim_hash[::-1]
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@ -523,6 +530,9 @@ class BlockProcessor:
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self.db_op_stack.extend_ops(StagedClaimtrieSupport(
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supported_claim_hash, tx_num, nout, txo.amount
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).get_add_support_utxo_ops())
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self.trending_db.add_event({"claim_hash": supported_claim_hash,
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"event": "support",
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"lbc": 1E-8*txo.amount})
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def _add_claim_or_support(self, height: int, tx_hash: bytes, tx_num: int, nout: int, txo: 'Output',
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spent_claims: typing.Dict[bytes, Tuple[int, int, str]]):
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@ -542,6 +552,10 @@ class BlockProcessor:
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self.db_op_stack.extend_ops(StagedClaimtrieSupport(
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spent_support, txin_num, txin.prev_idx, support_amount
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).get_spend_support_txo_ops())
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self.trending_db.add_event({"claim_hash": spent_support,
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"event": "support",
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"lbc": -1E-8*support_amount})
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spent_support, support_amount = self.db.get_supported_claim_from_txo(txin_num, txin.prev_idx)
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if spent_support:
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supported_name = self._get_pending_claim_name(spent_support)
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@ -619,6 +633,9 @@ class BlockProcessor:
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if normalized_name.startswith('@'): # abandon a channel, invalidate signatures
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self._invalidate_channel_signatures(claim_hash)
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self.trending_db.add_event({"claim_hash": claim_hash,
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"event": "delete"})
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def _invalidate_channel_signatures(self, claim_hash: bytes):
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for k, signed_claim_hash in self.db.db.iterator(
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prefix=Prefixes.channel_to_claim.pack_partial_key(claim_hash)):
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299
lbry/wallet/server/db/trending.py
Normal file
299
lbry/wallet/server/db/trending.py
Normal file
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@ -0,0 +1,299 @@
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import math
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import os
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import sqlite3
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import time
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HALF_LIFE = 400
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RENORM_INTERVAL = 1000
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WHALE_THRESHOLD = 10000.0
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def whale_decay_factor(lbc):
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"""
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An additional decay factor applied to whale claims.
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"""
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if lbc <= WHALE_THRESHOLD:
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return 1.0
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adjusted_half_life = HALF_LIFE/(math.log10(lbc/WHALE_THRESHOLD) + 1.0)
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return 2.0**(1.0/HALF_LIFE - 1.0/adjusted_half_life)
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def soften(lbc):
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mag = abs(lbc) + 1E-8
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sign = 1.0 if lbc >= 0.0 else -1.0
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return sign*mag**0.25
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def delay(lbc: int):
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if lbc <= 0:
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return 0
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elif lbc < 1000000:
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return int(lbc**0.5)
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else:
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return 1000
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def inflate_units(height):
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blocks = height % RENORM_INTERVAL
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return 2.0 ** (blocks/HALF_LIFE)
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PRAGMAS = ["PRAGMA FOREIGN_KEYS = OFF;",
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"PRAGMA JOURNAL_MODE = WAL;",
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"PRAGMA SYNCHRONOUS = 0;"]
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class TrendingDB:
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def __init__(self, data_dir):
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"""
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Opens the trending database in the directory data_dir.
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For testing, pass data_dir=":memory:"
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"""
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if data_dir == ":memory:":
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path = ":memory:"
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else:
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path = os.path.join(data_dir, "trending.db")
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self.db = sqlite3.connect(path, check_same_thread=False)
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for pragma in PRAGMAS:
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self.execute(pragma)
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self.execute("BEGIN;")
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self._create_tables()
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self._create_indices()
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self.execute("COMMIT;")
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self.pending_events = []
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def execute(self, *args, **kwargs):
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return self.db.execute(*args, **kwargs)
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def add_event(self, event):
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self.pending_events.append(event)
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# print(f"Added event: {event}.", flush=True)
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def _create_tables(self):
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self.execute("""CREATE TABLE IF NOT EXISTS claims
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(claim_hash BYTES NOT NULL PRIMARY KEY,
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bid_lbc REAL NOT NULL,
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support_lbc REAL NOT NULL,
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trending_score REAL NOT NULL,
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needs_write BOOLEAN NOT NULL)
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WITHOUT ROWID;""")
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self.execute("""CREATE TABLE IF NOT EXISTS spikes
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(claim_hash BYTES NOT NULL REFERENCES claims (claim_hash),
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activation_height INTEGER NOT NULL,
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mass REAL NOT NULL);""")
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def _create_indices(self):
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self.execute("CREATE INDEX IF NOT EXISTS idx1 ON spikes\
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(activation_height, claim_hash, mass);")
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self.execute("CREATE INDEX IF NOT EXISTS idx2 ON spikes\
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(claim_hash);")
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self.execute("CREATE INDEX IF NOT EXISTS idx3 ON claims (trending_score);")
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self.execute("CREATE INDEX IF NOT EXISTS idx4 ON claims (needs_write, claim_hash);")
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self.execute("CREATE INDEX IF NOT EXISTS idx5 ON claims (bid_lbc + support_lbc);")
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def get_trending_score(self, claim_hash):
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result = self.execute("SELECT trending_score FROM claims\
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WHERE claim_hash = ?;", (claim_hash, ))\
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.fetchall()
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if len(result) == 0:
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return 0.0
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else:
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return result[0]
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def _upsert_claim(self, height, event):
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claim_hash = event["claim_hash"]
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# Get old total lbc value of claim
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old_lbc_pair = self.execute("SELECT bid_lbc, support_lbc FROM claims\
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WHERE claim_hash = ?;",
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(claim_hash, )).fetchone()
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if old_lbc_pair is None:
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old_lbc_pair = (0.0, 0.0)
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if event["event"] == "upsert":
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new_lbc_pair = (event["lbc"], old_lbc_pair[1])
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elif event["event"] == "support":
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new_lbc_pair = (old_lbc_pair[0], old_lbc_pair[1] + event["lbc"])
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# Upsert the claim
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self.execute("INSERT INTO claims VALUES (?, ?, ?, ?, 1)\
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ON CONFLICT (claim_hash) DO UPDATE\
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SET bid_lbc = excluded.bid_lbc,\
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support_lbc = excluded.support_lbc;",
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(claim_hash, new_lbc_pair[0], new_lbc_pair[1], 0.0))
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if self.active:
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old_lbc, lbc = sum(old_lbc_pair), sum(new_lbc_pair)
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# Add the spike
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softened_change = soften(lbc - old_lbc)
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change_in_softened = soften(lbc) - soften(old_lbc)
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spike_mass = (softened_change**0.25*change_in_softened**0.75).real
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activation_height = height + delay(lbc)
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if spike_mass != 0.0:
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self.execute("INSERT INTO spikes VALUES (?, ?, ?);",
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(claim_hash, activation_height, spike_mass))
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def _delete_claim(self, claim_hash):
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self.execute("DELETE FROM spikes WHERE claim_hash = ?;", (claim_hash, ))
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self.execute("DELETE FROM claims WHERE claim_hash = ?;", (claim_hash, ))
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def _apply_spikes(self, height):
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spikes = self.execute("SELECT claim_hash, mass FROM spikes\
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WHERE activation_height = ?;",
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(height, )).fetchall()
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for claim_hash, mass in spikes: # TODO: executemany for efficiency
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self.execute("UPDATE claims SET trending_score = trending_score + ?,\
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needs_write = 1\
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WHERE claim_hash = ?;",
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(mass, claim_hash))
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self.execute("DELETE FROM spikes WHERE activation_height = ?;",
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(height, ))
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def _decay_whales(self):
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whales = self.execute("SELECT claim_hash, bid_lbc + support_lbc FROM claims\
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WHERE bid_lbc + support_lbc >= ?;", (WHALE_THRESHOLD, ))\
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.fetchall()
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for claim_hash, lbc in whales:
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factor = whale_decay_factor(lbc)
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self.execute("UPDATE claims SET trending_score = trending_score*?, needs_write = 1\
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WHERE claim_hash = ?;", (factor, claim_hash))
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def _renorm(self):
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factor = 2.0**(-RENORM_INTERVAL/HALF_LIFE)
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# Zero small values
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self.execute("UPDATE claims SET trending_score = 0.0, needs_write = 1\
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WHERE trending_score <> 0.0 AND ABS(?*trending_score) < 1E-6;",
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(factor, ))
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# Normalise other values
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self.execute("UPDATE claims SET trending_score = ?*trending_score, needs_write = 1\
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WHERE trending_score <> 0.0;", (factor, ))
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def process_block(self, height, daemon_height):
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self.active = daemon_height - height <= 10*HALF_LIFE
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self.execute("BEGIN;")
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if self.active:
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# Check for a unit change
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if height % RENORM_INTERVAL == 0:
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self._renorm()
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# Apply extra whale decay
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self._decay_whales()
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# Upsert claims
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for event in self.pending_events:
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if event["event"] == "upsert":
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self._upsert_claim(height, event)
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# Process supports
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for event in self.pending_events:
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if event["event"] == "support":
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self._upsert_claim(height, event)
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# Delete claims
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for event in self.pending_events:
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if event["event"] == "delete":
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self._delete_claim(event["claim_hash"])
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if self.active:
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# Apply spikes
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self._apply_spikes(height)
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# Get set of claims that need writing to ES
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claims_to_write = set()
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for row in self.db.execute("SELECT claim_hash FROM claims WHERE\
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needs_write = 1;"):
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claims_to_write.add(row[0])
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self.db.execute("UPDATE claims SET needs_write = 0\
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WHERE needs_write = 1;")
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self.execute("COMMIT;")
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self.pending_events.clear()
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return claims_to_write
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if __name__ == "__main__":
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import matplotlib.pyplot as plt
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import numpy as np
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import numpy.random as rng
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import os
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trending_db = TrendingDB(":memory:")
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heights = list(range(1, 1000))
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heights = heights + heights[::-1] + heights
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events = [{"height": 45,
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"what": dict(claim_hash="a", event="upsert", lbc=1.0)},
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{"height": 100,
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"what": dict(claim_hash="a", event="support", lbc=3.0)},
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{"height": 150,
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"what": dict(claim_hash="a", event="support", lbc=-3.0)},
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{"height": 170,
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"what": dict(claim_hash="a", event="upsert", lbc=100000.0)},
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{"height": 730,
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"what": dict(claim_hash="a", event="delete")}]
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inverse_events = [{"height": 730,
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"what": dict(claim_hash="a", event="upsert", lbc=100000.0)},
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{"height": 170,
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"what": dict(claim_hash="a", event="upsert", lbc=1.0)},
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{"height": 150,
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"what": dict(claim_hash="a", event="support", lbc=3.0)},
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{"height": 100,
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"what": dict(claim_hash="a", event="support", lbc=-3.0)},
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{"height": 45,
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"what": dict(claim_hash="a", event="delete")}]
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xs, ys = [], []
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last_height = 0
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for height in heights:
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# Prepare the changes
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if height > last_height:
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es = events
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else:
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es = inverse_events
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for event in es:
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if event["height"] == height:
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trending_db.add_event(event["what"])
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# Process the block
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trending_db.process_block(height, height)
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if height > last_height: # Only plot when moving forward
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xs.append(height)
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y = trending_db.execute("SELECT trending_score FROM claims;").fetchone()
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y = 0.0 if y is None else y[0]
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ys.append(y/inflate_units(height))
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last_height = height
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xs = np.array(xs)
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ys = np.array(ys)
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plt.figure(1)
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plt.plot(xs, ys, "o-", alpha=0.2)
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plt.figure(2)
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plt.plot(xs)
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plt.show()
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@ -1,9 +0,0 @@
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from . import zscore
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from . import ar
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from . import variable_decay
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TRENDING_ALGORITHMS = {
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'zscore': zscore,
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'ar': ar,
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'variable_decay': variable_decay
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}
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@ -1,265 +0,0 @@
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import copy
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import math
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import time
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# Half life in blocks
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HALF_LIFE = 134
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# Decay coefficient per block
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DECAY = 0.5**(1.0/HALF_LIFE)
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# How frequently to write trending values to the db
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SAVE_INTERVAL = 10
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# Renormalisation interval
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RENORM_INTERVAL = 1000
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# Assertion
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assert RENORM_INTERVAL % SAVE_INTERVAL == 0
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# Decay coefficient per renormalisation interval
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DECAY_PER_RENORM = DECAY**(RENORM_INTERVAL)
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# Log trending calculations?
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TRENDING_LOG = True
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def install(connection):
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"""
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Install the AR trending algorithm.
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"""
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check_trending_values(connection)
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if TRENDING_LOG:
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f = open("trending_ar.log", "a")
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f.close()
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# Stub
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CREATE_TREND_TABLE = ""
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def check_trending_values(connection):
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"""
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If the trending values appear to be based on the zscore algorithm,
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reset them. This will allow resyncing from a standard snapshot.
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"""
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c = connection.cursor()
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needs_reset = False
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for row in c.execute("SELECT COUNT(*) num FROM claim WHERE trending_global <> 0;"):
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if row[0] != 0:
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needs_reset = True
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break
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if needs_reset:
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print("Resetting some columns. This might take a while...", flush=True, end="")
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c.execute(""" BEGIN;
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UPDATE claim SET trending_group = 0;
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UPDATE claim SET trending_mixed = 0;
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UPDATE claim SET trending_global = 0;
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UPDATE claim SET trending_local = 0;
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COMMIT;""")
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print("done.")
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def spike_height(trending_score, x, x_old, time_boost=1.0):
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"""
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Compute the size of a trending spike.
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"""
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# Change in softened amount
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change_in_softened_amount = x**0.25 - x_old**0.25
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# Softened change in amount
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delta = x - x_old
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softened_change_in_amount = abs(delta)**0.25
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# Softened change in amount counts more for minnows
|
||||
if delta > 0.0:
|
||||
if trending_score >= 0.0:
|
||||
multiplier = 0.1/((trending_score/time_boost + softened_change_in_amount) + 1.0)
|
||||
softened_change_in_amount *= multiplier
|
||||
else:
|
||||
softened_change_in_amount *= -1.0
|
||||
|
||||
return time_boost*(softened_change_in_amount + change_in_softened_amount)
|
||||
|
||||
|
||||
def get_time_boost(height):
|
||||
"""
|
||||
Return the time boost at a given height.
|
||||
"""
|
||||
return 1.0/DECAY**(height % RENORM_INTERVAL)
|
||||
|
||||
|
||||
def trending_log(s):
|
||||
"""
|
||||
Log a string.
|
||||
"""
|
||||
if TRENDING_LOG:
|
||||
fout = open("trending_ar.log", "a")
|
||||
fout.write(s)
|
||||
fout.flush()
|
||||
fout.close()
|
||||
|
||||
class TrendingData:
|
||||
"""
|
||||
An object of this class holds trending data
|
||||
"""
|
||||
def __init__(self):
|
||||
self.claims = {}
|
||||
|
||||
# Have all claims been read from db yet?
|
||||
self.initialised = False
|
||||
|
||||
def insert_claim_from_load(self, claim_hash, trending_score, total_amount):
|
||||
assert not self.initialised
|
||||
self.claims[claim_hash] = {"trending_score": trending_score,
|
||||
"total_amount": total_amount,
|
||||
"changed": False}
|
||||
|
||||
|
||||
def update_claim(self, claim_hash, total_amount, time_boost=1.0):
|
||||
"""
|
||||
Update trending data for a claim, given its new total amount.
|
||||
"""
|
||||
assert self.initialised
|
||||
|
||||
# Extract existing total amount and trending score
|
||||
# or use starting values if the claim is new
|
||||
if claim_hash in self.claims:
|
||||
old_state = copy.deepcopy(self.claims[claim_hash])
|
||||
else:
|
||||
old_state = {"trending_score": 0.0,
|
||||
"total_amount": 0.0,
|
||||
"changed": False}
|
||||
|
||||
# Calculate LBC change
|
||||
change = total_amount - old_state["total_amount"]
|
||||
|
||||
# Modify data if there was an LBC change
|
||||
if change != 0.0:
|
||||
spike = spike_height(old_state["trending_score"],
|
||||
total_amount,
|
||||
old_state["total_amount"],
|
||||
time_boost)
|
||||
trending_score = old_state["trending_score"] + spike
|
||||
self.claims[claim_hash] = {"total_amount": total_amount,
|
||||
"trending_score": trending_score,
|
||||
"changed": True}
|
||||
|
||||
|
||||
|
||||
def test_trending():
|
||||
"""
|
||||
Quick trending test for something receiving 10 LBC per block
|
||||
"""
|
||||
data = TrendingData()
|
||||
data.insert_claim_from_load("abc", 10.0, 1.0)
|
||||
data.initialised = True
|
||||
|
||||
for height in range(1, 5000):
|
||||
|
||||
if height % RENORM_INTERVAL == 0:
|
||||
data.claims["abc"]["trending_score"] *= DECAY_PER_RENORM
|
||||
|
||||
time_boost = get_time_boost(height)
|
||||
data.update_claim("abc", data.claims["abc"]["total_amount"] + 10.0,
|
||||
time_boost=time_boost)
|
||||
|
||||
|
||||
print(str(height) + " " + str(time_boost) + " " \
|
||||
+ str(data.claims["abc"]["trending_score"]))
|
||||
|
||||
|
||||
|
||||
# One global instance
|
||||
# pylint: disable=C0103
|
||||
trending_data = TrendingData()
|
||||
|
||||
def run(db, height, final_height, recalculate_claim_hashes):
|
||||
|
||||
if height < final_height - 5*HALF_LIFE:
|
||||
trending_log("Skipping AR trending at block {h}.\n".format(h=height))
|
||||
return
|
||||
|
||||
start = time.time()
|
||||
|
||||
trending_log("Calculating AR trending at block {h}.\n".format(h=height))
|
||||
trending_log(" Length of trending data = {l}.\n"\
|
||||
.format(l=len(trending_data.claims)))
|
||||
|
||||
# Renormalise trending scores and mark all as having changed
|
||||
if height % RENORM_INTERVAL == 0:
|
||||
trending_log(" Renormalising trending scores...")
|
||||
|
||||
keys = trending_data.claims.keys()
|
||||
for key in keys:
|
||||
if trending_data.claims[key]["trending_score"] != 0.0:
|
||||
trending_data.claims[key]["trending_score"] *= DECAY_PER_RENORM
|
||||
trending_data.claims[key]["changed"] = True
|
||||
|
||||
# Tiny becomes zero
|
||||
if abs(trending_data.claims[key]["trending_score"]) < 1E-9:
|
||||
trending_data.claims[key]["trending_score"] = 0.0
|
||||
|
||||
trending_log("done.\n")
|
||||
|
||||
|
||||
# Regular message.
|
||||
trending_log(" Reading total_amounts from db and updating"\
|
||||
+ " trending scores in RAM...")
|
||||
|
||||
# Get the value of the time boost
|
||||
time_boost = get_time_boost(height)
|
||||
|
||||
# Update claims from db
|
||||
if not trending_data.initialised:
|
||||
# On fresh launch
|
||||
for row in db.execute("""
|
||||
SELECT claim_hash, trending_mixed,
|
||||
(amount + support_amount)
|
||||
AS total_amount
|
||||
FROM claim;
|
||||
"""):
|
||||
trending_data.insert_claim_from_load(row[0], row[1], 1E-8*row[2])
|
||||
trending_data.initialised = True
|
||||
else:
|
||||
for row in db.execute(f"""
|
||||
SELECT claim_hash,
|
||||
(amount + support_amount)
|
||||
AS total_amount
|
||||
FROM claim
|
||||
WHERE claim_hash IN
|
||||
({','.join('?' for _ in recalculate_claim_hashes)});
|
||||
""", list(recalculate_claim_hashes)):
|
||||
trending_data.update_claim(row[0], 1E-8*row[1], time_boost)
|
||||
|
||||
trending_log("done.\n")
|
||||
|
||||
|
||||
# Write trending scores to DB
|
||||
if height % SAVE_INTERVAL == 0:
|
||||
|
||||
trending_log(" Writing trending scores to db...")
|
||||
|
||||
the_list = []
|
||||
keys = trending_data.claims.keys()
|
||||
for key in keys:
|
||||
if trending_data.claims[key]["changed"]:
|
||||
the_list.append((trending_data.claims[key]["trending_score"],
|
||||
key))
|
||||
trending_data.claims[key]["changed"] = False
|
||||
|
||||
trending_log("{n} scores to write...".format(n=len(the_list)))
|
||||
|
||||
db.executemany("UPDATE claim SET trending_mixed=? WHERE claim_hash=?;",
|
||||
the_list)
|
||||
|
||||
trending_log("done.\n")
|
||||
|
||||
trending_log("Trending operations took {time} seconds.\n\n"\
|
||||
.format(time=time.time() - start))
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
test_trending()
|
||||
|
|
@ -1,485 +0,0 @@
|
|||
"""
|
||||
AR-like trending with a delayed effect and a faster
|
||||
decay rate for high valued claims.
|
||||
"""
|
||||
|
||||
import math
|
||||
import time
|
||||
import sqlite3
|
||||
|
||||
# Half life in blocks *for lower LBC claims* (it's shorter for whale claims)
|
||||
HALF_LIFE = 200
|
||||
|
||||
# Whale threshold, in LBC (higher -> less DB writing)
|
||||
WHALE_THRESHOLD = 10000.0
|
||||
|
||||
# Decay coefficient per block
|
||||
DECAY = 0.5**(1.0/HALF_LIFE)
|
||||
|
||||
# How frequently to write trending values to the db
|
||||
SAVE_INTERVAL = 10
|
||||
|
||||
# Renormalisation interval
|
||||
RENORM_INTERVAL = 1000
|
||||
|
||||
# Assertion
|
||||
assert RENORM_INTERVAL % SAVE_INTERVAL == 0
|
||||
|
||||
# Decay coefficient per renormalisation interval
|
||||
DECAY_PER_RENORM = DECAY**(RENORM_INTERVAL)
|
||||
|
||||
# Log trending calculations?
|
||||
TRENDING_LOG = True
|
||||
|
||||
|
||||
def install(connection):
|
||||
"""
|
||||
Install the trending algorithm.
|
||||
"""
|
||||
check_trending_values(connection)
|
||||
trending_data.initialise(connection.cursor())
|
||||
|
||||
if TRENDING_LOG:
|
||||
f = open("trending_variable_decay.log", "a")
|
||||
f.close()
|
||||
|
||||
# Stub
|
||||
CREATE_TREND_TABLE = ""
|
||||
|
||||
def check_trending_values(connection):
|
||||
"""
|
||||
If the trending values appear to be based on the zscore algorithm,
|
||||
reset them. This will allow resyncing from a standard snapshot.
|
||||
"""
|
||||
c = connection.cursor()
|
||||
needs_reset = False
|
||||
for row in c.execute("SELECT COUNT(*) num FROM claim WHERE trending_global <> 0;"):
|
||||
if row[0] != 0:
|
||||
needs_reset = True
|
||||
break
|
||||
|
||||
if needs_reset:
|
||||
print("Resetting some columns. This might take a while...", flush=True,
|
||||
end="")
|
||||
c.execute(""" BEGIN;
|
||||
UPDATE claim SET trending_group = 0;
|
||||
UPDATE claim SET trending_mixed = 0;
|
||||
COMMIT;""")
|
||||
print("done.")
|
||||
|
||||
|
||||
|
||||
|
||||
def trending_log(s):
|
||||
"""
|
||||
Log a string to the log file
|
||||
"""
|
||||
if TRENDING_LOG:
|
||||
fout = open("trending_variable_decay.log", "a")
|
||||
fout.write(s)
|
||||
fout.flush()
|
||||
fout.close()
|
||||
|
||||
|
||||
def trending_unit(height):
|
||||
"""
|
||||
Return the trending score unit at a given height.
|
||||
"""
|
||||
# Round to the beginning of a SAVE_INTERVAL batch of blocks.
|
||||
_height = height - (height % SAVE_INTERVAL)
|
||||
return 1.0/DECAY**(height % RENORM_INTERVAL)
|
||||
|
||||
|
||||
class TrendingDB:
|
||||
"""
|
||||
An in-memory database of trending scores
|
||||
"""
|
||||
|
||||
def __init__(self):
|
||||
self.conn = sqlite3.connect(":memory:", check_same_thread=False)
|
||||
self.cursor = self.conn.cursor()
|
||||
self.initialised = False
|
||||
self.write_needed = set()
|
||||
|
||||
def execute(self, query, *args, **kwargs):
|
||||
return self.conn.execute(query, *args, **kwargs)
|
||||
|
||||
def executemany(self, query, *args, **kwargs):
|
||||
return self.conn.executemany(query, *args, **kwargs)
|
||||
|
||||
def begin(self):
|
||||
self.execute("BEGIN;")
|
||||
|
||||
def commit(self):
|
||||
self.execute("COMMIT;")
|
||||
|
||||
def initialise(self, db):
|
||||
"""
|
||||
Pass in claims.db
|
||||
"""
|
||||
if self.initialised:
|
||||
return
|
||||
|
||||
trending_log("Initialising trending database...")
|
||||
|
||||
# The need for speed
|
||||
self.execute("PRAGMA JOURNAL_MODE=OFF;")
|
||||
self.execute("PRAGMA SYNCHRONOUS=0;")
|
||||
|
||||
self.begin()
|
||||
|
||||
# Create the tables
|
||||
self.execute("""
|
||||
CREATE TABLE IF NOT EXISTS claims
|
||||
(claim_hash BYTES PRIMARY KEY,
|
||||
lbc REAL NOT NULL DEFAULT 0.0,
|
||||
trending_score REAL NOT NULL DEFAULT 0.0)
|
||||
WITHOUT ROWID;""")
|
||||
|
||||
self.execute("""
|
||||
CREATE TABLE IF NOT EXISTS spikes
|
||||
(id INTEGER PRIMARY KEY,
|
||||
claim_hash BYTES NOT NULL,
|
||||
height INTEGER NOT NULL,
|
||||
mass REAL NOT NULL,
|
||||
FOREIGN KEY (claim_hash)
|
||||
REFERENCES claims (claim_hash));""")
|
||||
|
||||
# Clear out any existing data
|
||||
self.execute("DELETE FROM claims;")
|
||||
self.execute("DELETE FROM spikes;")
|
||||
|
||||
# Create indexes
|
||||
self.execute("CREATE INDEX idx1 ON spikes (claim_hash, height, mass);")
|
||||
self.execute("CREATE INDEX idx2 ON spikes (claim_hash, height, mass DESC);")
|
||||
self.execute("CREATE INDEX idx3 on claims (lbc DESC, claim_hash, trending_score);")
|
||||
|
||||
# Import data from claims.db
|
||||
for row in db.execute("""
|
||||
SELECT claim_hash,
|
||||
1E-8*(amount + support_amount) AS lbc,
|
||||
trending_mixed
|
||||
FROM claim;
|
||||
"""):
|
||||
self.execute("INSERT INTO claims VALUES (?, ?, ?);", row)
|
||||
self.commit()
|
||||
|
||||
self.initialised = True
|
||||
trending_log("done.\n")
|
||||
|
||||
def apply_spikes(self, height):
|
||||
"""
|
||||
Apply spikes that are due. This occurs inside a transaction.
|
||||
"""
|
||||
|
||||
spikes = []
|
||||
unit = trending_unit(height)
|
||||
for row in self.execute("""
|
||||
SELECT SUM(mass), claim_hash FROM spikes
|
||||
WHERE height = ?
|
||||
GROUP BY claim_hash;
|
||||
""", (height, )):
|
||||
spikes.append((row[0]*unit, row[1]))
|
||||
self.write_needed.add(row[1])
|
||||
|
||||
self.executemany("""
|
||||
UPDATE claims
|
||||
SET trending_score = (trending_score + ?)
|
||||
WHERE claim_hash = ?;
|
||||
""", spikes)
|
||||
self.execute("DELETE FROM spikes WHERE height = ?;", (height, ))
|
||||
|
||||
|
||||
def decay_whales(self, height):
|
||||
"""
|
||||
Occurs inside transaction.
|
||||
"""
|
||||
if height % SAVE_INTERVAL != 0:
|
||||
return
|
||||
|
||||
whales = self.execute("""
|
||||
SELECT trending_score, lbc, claim_hash
|
||||
FROM claims
|
||||
WHERE lbc >= ?;
|
||||
""", (WHALE_THRESHOLD, )).fetchall()
|
||||
whales2 = []
|
||||
for whale in whales:
|
||||
trending, lbc, claim_hash = whale
|
||||
|
||||
# Overall multiplication factor for decay rate
|
||||
# At WHALE_THRESHOLD, this is 1
|
||||
# At 10*WHALE_THRESHOLD, it is 3
|
||||
decay_rate_factor = 1.0 + 2.0*math.log10(lbc/WHALE_THRESHOLD)
|
||||
|
||||
# The -1 is because this is just the *extra* part being applied
|
||||
factor = (DECAY**SAVE_INTERVAL)**(decay_rate_factor - 1.0)
|
||||
|
||||
# Decay
|
||||
trending *= factor
|
||||
whales2.append((trending, claim_hash))
|
||||
self.write_needed.add(claim_hash)
|
||||
|
||||
self.executemany("UPDATE claims SET trending_score=? WHERE claim_hash=?;",
|
||||
whales2)
|
||||
|
||||
|
||||
def renorm(self, height):
|
||||
"""
|
||||
Renormalise trending scores. Occurs inside a transaction.
|
||||
"""
|
||||
|
||||
if height % RENORM_INTERVAL == 0:
|
||||
threshold = 1.0E-3/DECAY_PER_RENORM
|
||||
for row in self.execute("""SELECT claim_hash FROM claims
|
||||
WHERE ABS(trending_score) >= ?;""",
|
||||
(threshold, )):
|
||||
self.write_needed.add(row[0])
|
||||
|
||||
self.execute("""UPDATE claims SET trending_score = ?*trending_score
|
||||
WHERE ABS(trending_score) >= ?;""",
|
||||
(DECAY_PER_RENORM, threshold))
|
||||
|
||||
def write_to_claims_db(self, db, height):
|
||||
"""
|
||||
Write changed trending scores to claims.db.
|
||||
"""
|
||||
if height % SAVE_INTERVAL != 0:
|
||||
return
|
||||
|
||||
rows = self.execute(f"""
|
||||
SELECT trending_score, claim_hash
|
||||
FROM claims
|
||||
WHERE claim_hash IN
|
||||
({','.join('?' for _ in self.write_needed)});
|
||||
""", list(self.write_needed)).fetchall()
|
||||
|
||||
db.executemany("""UPDATE claim SET trending_mixed = ?
|
||||
WHERE claim_hash = ?;""", rows)
|
||||
|
||||
# Clear list of claims needing to be written to claims.db
|
||||
self.write_needed = set()
|
||||
|
||||
|
||||
def update(self, db, height, recalculate_claim_hashes):
|
||||
"""
|
||||
Update trending scores.
|
||||
Input is a cursor to claims.db, the block height, and the list of
|
||||
claims that changed.
|
||||
"""
|
||||
assert self.initialised
|
||||
|
||||
self.begin()
|
||||
self.renorm(height)
|
||||
|
||||
# Fetch changed/new claims from claims.db
|
||||
for row in db.execute(f"""
|
||||
SELECT claim_hash,
|
||||
1E-8*(amount + support_amount) AS lbc
|
||||
FROM claim
|
||||
WHERE claim_hash IN
|
||||
({','.join('?' for _ in recalculate_claim_hashes)});
|
||||
""", list(recalculate_claim_hashes)):
|
||||
claim_hash, lbc = row
|
||||
|
||||
# Insert into trending db if it does not exist
|
||||
self.execute("""
|
||||
INSERT INTO claims (claim_hash)
|
||||
VALUES (?)
|
||||
ON CONFLICT (claim_hash) DO NOTHING;""",
|
||||
(claim_hash, ))
|
||||
|
||||
# See if it was an LBC change
|
||||
old = self.execute("SELECT * FROM claims WHERE claim_hash=?;",
|
||||
(claim_hash, )).fetchone()
|
||||
lbc_old = old[1]
|
||||
|
||||
# Save new LBC value into trending db
|
||||
self.execute("UPDATE claims SET lbc = ? WHERE claim_hash = ?;",
|
||||
(lbc, claim_hash))
|
||||
|
||||
if lbc > lbc_old:
|
||||
|
||||
# Schedule a future spike
|
||||
delay = min(int((lbc + 1E-8)**0.4), HALF_LIFE)
|
||||
spike = (claim_hash, height + delay, spike_mass(lbc, lbc_old))
|
||||
self.execute("""INSERT INTO spikes
|
||||
(claim_hash, height, mass)
|
||||
VALUES (?, ?, ?);""", spike)
|
||||
|
||||
elif lbc < lbc_old:
|
||||
|
||||
# Subtract from future spikes
|
||||
penalty = spike_mass(lbc_old, lbc)
|
||||
spikes = self.execute("""
|
||||
SELECT * FROM spikes
|
||||
WHERE claim_hash = ?
|
||||
ORDER BY height ASC, mass DESC;
|
||||
""", (claim_hash, )).fetchall()
|
||||
for spike in spikes:
|
||||
spike_id, mass = spike[0], spike[3]
|
||||
|
||||
if mass > penalty:
|
||||
# The entire penalty merely reduces this spike
|
||||
self.execute("UPDATE spikes SET mass=? WHERE id=?;",
|
||||
(mass - penalty, spike_id))
|
||||
penalty = 0.0
|
||||
else:
|
||||
# Removing this spike entirely accounts for some (or
|
||||
# all) of the penalty, then move on to other spikes
|
||||
self.execute("DELETE FROM spikes WHERE id=?;",
|
||||
(spike_id, ))
|
||||
penalty -= mass
|
||||
|
||||
# If penalty remains, that's a negative spike to be applied
|
||||
# immediately.
|
||||
if penalty > 0.0:
|
||||
self.execute("""
|
||||
INSERT INTO spikes (claim_hash, height, mass)
|
||||
VALUES (?, ?, ?);""",
|
||||
(claim_hash, height, -penalty))
|
||||
|
||||
self.apply_spikes(height)
|
||||
self.decay_whales(height)
|
||||
self.commit()
|
||||
|
||||
self.write_to_claims_db(db, height)
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
# The "global" instance to work with
|
||||
# pylint: disable=C0103
|
||||
trending_data = TrendingDB()
|
||||
|
||||
def spike_mass(x, x_old):
|
||||
"""
|
||||
Compute the mass of a trending spike (normed - constant units).
|
||||
x_old = old LBC value
|
||||
x = new LBC value
|
||||
"""
|
||||
|
||||
# Sign of trending spike
|
||||
sign = 1.0
|
||||
if x < x_old:
|
||||
sign = -1.0
|
||||
|
||||
# Magnitude
|
||||
mag = abs(x**0.25 - x_old**0.25)
|
||||
|
||||
# Minnow boost
|
||||
mag *= 1.0 + 2E4/(x + 100.0)**2
|
||||
|
||||
return sign*mag
|
||||
|
||||
|
||||
def run(db, height, final_height, recalculate_claim_hashes):
|
||||
if height < final_height - 5*HALF_LIFE:
|
||||
trending_log(f"Skipping trending calculations at block {height}.\n")
|
||||
return
|
||||
|
||||
start = time.time()
|
||||
trending_log(f"Calculating variable_decay trending at block {height}.\n")
|
||||
trending_data.update(db, height, recalculate_claim_hashes)
|
||||
end = time.time()
|
||||
trending_log(f"Trending operations took {end - start} seconds.\n\n")
|
||||
|
||||
def test_trending():
|
||||
"""
|
||||
Quick trending test for claims with different support patterns.
|
||||
Actually use the run() function.
|
||||
"""
|
||||
|
||||
# Create a fake "claims.db" for testing
|
||||
# pylint: disable=I1101
|
||||
dbc = apsw.Connection(":memory:")
|
||||
db = dbc.cursor()
|
||||
|
||||
# Create table
|
||||
db.execute("""
|
||||
BEGIN;
|
||||
CREATE TABLE claim (claim_hash TEXT PRIMARY KEY,
|
||||
amount REAL NOT NULL DEFAULT 0.0,
|
||||
support_amount REAL NOT NULL DEFAULT 0.0,
|
||||
trending_mixed REAL NOT NULL DEFAULT 0.0);
|
||||
COMMIT;
|
||||
""")
|
||||
|
||||
# Initialise trending data before anything happens with the claims
|
||||
trending_data.initialise(db)
|
||||
|
||||
# Insert initial states of claims
|
||||
everything = {"huge_whale": 0.01, "medium_whale": 0.01, "small_whale": 0.01,
|
||||
"huge_whale_botted": 0.01, "minnow": 0.01}
|
||||
|
||||
def to_list_of_tuples(stuff):
|
||||
l = []
|
||||
for key in stuff:
|
||||
l.append((key, stuff[key]))
|
||||
return l
|
||||
|
||||
db.executemany("""
|
||||
INSERT INTO claim (claim_hash, amount) VALUES (?, 1E8*?);
|
||||
""", to_list_of_tuples(everything))
|
||||
|
||||
# Process block zero
|
||||
height = 0
|
||||
run(db, height, height, everything.keys())
|
||||
|
||||
# Save trajectories for plotting
|
||||
trajectories = {}
|
||||
for row in trending_data.execute("""
|
||||
SELECT claim_hash, trending_score
|
||||
FROM claims;
|
||||
"""):
|
||||
trajectories[row[0]] = [row[1]/trending_unit(height)]
|
||||
|
||||
# Main loop
|
||||
for height in range(1, 1000):
|
||||
|
||||
# One-off supports
|
||||
if height == 1:
|
||||
everything["huge_whale"] += 5E5
|
||||
everything["medium_whale"] += 5E4
|
||||
everything["small_whale"] += 5E3
|
||||
|
||||
# Every block
|
||||
if height < 500:
|
||||
everything["huge_whale_botted"] += 5E5/500
|
||||
everything["minnow"] += 1
|
||||
|
||||
# Remove supports
|
||||
if height == 500:
|
||||
for key in everything:
|
||||
everything[key] = 0.01
|
||||
|
||||
# Whack into the db
|
||||
db.executemany("""
|
||||
UPDATE claim SET amount = 1E8*? WHERE claim_hash = ?;
|
||||
""", [(y, x) for (x, y) in to_list_of_tuples(everything)])
|
||||
|
||||
# Call run()
|
||||
run(db, height, height, everything.keys())
|
||||
|
||||
# Append current trending scores to trajectories
|
||||
for row in db.execute("""
|
||||
SELECT claim_hash, trending_mixed
|
||||
FROM claim;
|
||||
"""):
|
||||
trajectories[row[0]].append(row[1]/trending_unit(height))
|
||||
|
||||
dbc.close()
|
||||
|
||||
# pylint: disable=C0415
|
||||
import matplotlib.pyplot as plt
|
||||
for key in trajectories:
|
||||
plt.plot(trajectories[key], label=key)
|
||||
plt.legend()
|
||||
plt.show()
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
test_trending()
|
||||
|
|
@ -1,119 +0,0 @@
|
|||
from math import sqrt
|
||||
|
||||
# TRENDING_WINDOW is the number of blocks in ~6hr period (21600 seconds / 161 seconds per block)
|
||||
TRENDING_WINDOW = 134
|
||||
|
||||
# TRENDING_DATA_POINTS says how many samples to use for the trending algorithm
|
||||
# i.e. only consider claims from the most recent (TRENDING_WINDOW * TRENDING_DATA_POINTS) blocks
|
||||
TRENDING_DATA_POINTS = 28
|
||||
|
||||
CREATE_TREND_TABLE = """
|
||||
create table if not exists trend (
|
||||
claim_hash bytes not null,
|
||||
height integer not null,
|
||||
amount integer not null,
|
||||
primary key (claim_hash, height)
|
||||
) without rowid;
|
||||
"""
|
||||
|
||||
|
||||
class ZScore:
|
||||
__slots__ = 'count', 'total', 'power', 'last'
|
||||
|
||||
def __init__(self):
|
||||
self.count = 0
|
||||
self.total = 0
|
||||
self.power = 0
|
||||
self.last = None
|
||||
|
||||
def step(self, value):
|
||||
if self.last is not None:
|
||||
self.count += 1
|
||||
self.total += self.last
|
||||
self.power += self.last ** 2
|
||||
self.last = value
|
||||
|
||||
@property
|
||||
def mean(self):
|
||||
return self.total / self.count
|
||||
|
||||
@property
|
||||
def standard_deviation(self):
|
||||
value = (self.power / self.count) - self.mean ** 2
|
||||
return sqrt(value) if value > 0 else 0
|
||||
|
||||
def finalize(self):
|
||||
if self.count == 0:
|
||||
return self.last
|
||||
return (self.last - self.mean) / (self.standard_deviation or 1)
|
||||
|
||||
|
||||
def install(connection):
|
||||
connection.create_aggregate("zscore", 1, ZScore)
|
||||
connection.executescript(CREATE_TREND_TABLE)
|
||||
|
||||
|
||||
def run(db, height, final_height, affected_claims):
|
||||
# don't start tracking until we're at the end of initial sync
|
||||
if height < (final_height - (TRENDING_WINDOW * TRENDING_DATA_POINTS)):
|
||||
return
|
||||
|
||||
if height % TRENDING_WINDOW != 0:
|
||||
return
|
||||
|
||||
db.execute(f"""
|
||||
DELETE FROM trend WHERE height < {height - (TRENDING_WINDOW * TRENDING_DATA_POINTS)}
|
||||
""")
|
||||
|
||||
start = (height - TRENDING_WINDOW) + 1
|
||||
db.execute(f"""
|
||||
INSERT OR IGNORE INTO trend (claim_hash, height, amount)
|
||||
SELECT claim_hash, {start}, COALESCE(
|
||||
(SELECT SUM(amount) FROM support WHERE claim_hash=claim.claim_hash
|
||||
AND height >= {start}), 0
|
||||
) AS support_sum
|
||||
FROM claim WHERE support_sum > 0
|
||||
""")
|
||||
|
||||
zscore = ZScore()
|
||||
for global_sum in db.execute("SELECT AVG(amount) AS avg_amount FROM trend GROUP BY height"):
|
||||
zscore.step(global_sum.avg_amount)
|
||||
global_mean, global_deviation = 0, 1
|
||||
if zscore.count > 0:
|
||||
global_mean = zscore.mean
|
||||
global_deviation = zscore.standard_deviation
|
||||
|
||||
db.execute(f"""
|
||||
UPDATE claim SET
|
||||
trending_local = COALESCE((
|
||||
SELECT zscore(amount) FROM trend
|
||||
WHERE claim_hash=claim.claim_hash ORDER BY height DESC
|
||||
), 0),
|
||||
trending_global = COALESCE((
|
||||
SELECT (amount - {global_mean}) / {global_deviation} FROM trend
|
||||
WHERE claim_hash=claim.claim_hash AND height = {start}
|
||||
), 0),
|
||||
trending_group = 0,
|
||||
trending_mixed = 0
|
||||
""")
|
||||
|
||||
# trending_group and trending_mixed determine how trending will show in query results
|
||||
# normally the SQL will be: "ORDER BY trending_group, trending_mixed"
|
||||
# changing the trending_group will have significant impact on trending results
|
||||
# changing the value used for trending_mixed will only impact trending within a trending_group
|
||||
db.execute(f"""
|
||||
UPDATE claim SET
|
||||
trending_group = CASE
|
||||
WHEN trending_local > 0 AND trending_global > 0 THEN 4
|
||||
WHEN trending_local <= 0 AND trending_global > 0 THEN 3
|
||||
WHEN trending_local > 0 AND trending_global <= 0 THEN 2
|
||||
WHEN trending_local <= 0 AND trending_global <= 0 THEN 1
|
||||
END,
|
||||
trending_mixed = CASE
|
||||
WHEN trending_local > 0 AND trending_global > 0 THEN trending_global
|
||||
WHEN trending_local <= 0 AND trending_global > 0 THEN trending_local
|
||||
WHEN trending_local > 0 AND trending_global <= 0 THEN trending_local
|
||||
WHEN trending_local <= 0 AND trending_global <= 0 THEN trending_global
|
||||
END
|
||||
WHERE trending_local <> 0 OR trending_global <> 0
|
||||
""")
|
||||
Loading…
Reference in a new issue