lbry-sdk/lbry/wallet/server/db/trending/zscore.py
2020-01-28 15:53:57 -05:00

123 lines
4.1 KiB
Python

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)
@classmethod
def factory(cls):
return cls(), cls.step, cls.finalize
def install(connection):
connection.createaggregatefunction("zscore", ZScore.factory, 1)
connection.cursor().execute(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
""")