forked from LBRYCommunity/lbry-sdk
485 lines
15 KiB
Python
485 lines
15 KiB
Python
"""
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AR-like trending with a delayed effect and a faster
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decay rate for high valued claims.
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"""
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import math
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import time
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import sqlite3
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# Half life in blocks *for lower LBC claims* (it's shorter for whale claims)
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HALF_LIFE = 200
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# Whale threshold, in LBC (higher -> less DB writing)
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WHALE_THRESHOLD = 10000.0
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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 trending algorithm.
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"""
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check_trending_values(connection)
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trending_data.initialise(connection.cursor())
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if TRENDING_LOG:
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f = open("trending_variable_decay.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,
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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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COMMIT;""")
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print("done.")
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def trending_log(s):
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"""
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Log a string to the log file
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"""
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if TRENDING_LOG:
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fout = open("trending_variable_decay.log", "a")
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fout.write(s)
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fout.flush()
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fout.close()
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def trending_unit(height):
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"""
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Return the trending score unit at a given height.
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"""
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# Round to the beginning of a SAVE_INTERVAL batch of blocks.
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_height = height - (height % SAVE_INTERVAL)
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return 1.0/DECAY**(height % RENORM_INTERVAL)
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class TrendingDB:
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"""
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An in-memory database of trending scores
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"""
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def __init__(self):
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self.conn = sqlite3.connect(":memory:", check_same_thread=False)
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self.cursor = self.conn.cursor()
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self.initialised = False
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self.write_needed = set()
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def execute(self, query, *args, **kwargs):
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return self.conn.execute(query, *args, **kwargs)
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def executemany(self, query, *args, **kwargs):
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return self.conn.executemany(query, *args, **kwargs)
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def begin(self):
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self.execute("BEGIN;")
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def commit(self):
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self.execute("COMMIT;")
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def initialise(self, db):
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"""
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Pass in claims.db
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"""
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if self.initialised:
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return
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trending_log("Initialising trending database...")
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# The need for speed
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self.execute("PRAGMA JOURNAL_MODE=OFF;")
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self.execute("PRAGMA SYNCHRONOUS=0;")
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self.begin()
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# Create the tables
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self.execute("""
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CREATE TABLE IF NOT EXISTS claims
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(claim_hash BYTES PRIMARY KEY,
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lbc REAL NOT NULL DEFAULT 0.0,
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trending_score REAL NOT NULL DEFAULT 0.0)
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WITHOUT ROWID;""")
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self.execute("""
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CREATE TABLE IF NOT EXISTS spikes
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(id INTEGER PRIMARY KEY,
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claim_hash BYTES NOT NULL,
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height INTEGER NOT NULL,
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mass REAL NOT NULL,
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FOREIGN KEY (claim_hash)
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REFERENCES claims (claim_hash));""")
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# Clear out any existing data
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self.execute("DELETE FROM claims;")
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self.execute("DELETE FROM spikes;")
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# Create indexes
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self.execute("CREATE INDEX idx1 ON spikes (claim_hash, height, mass);")
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self.execute("CREATE INDEX idx2 ON spikes (claim_hash, height, mass DESC);")
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self.execute("CREATE INDEX idx3 on claims (lbc DESC, claim_hash, trending_score);")
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# Import data from claims.db
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for row in db.execute("""
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SELECT claim_hash,
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1E-8*(amount + support_amount) AS lbc,
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trending_mixed
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FROM claim;
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"""):
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self.execute("INSERT INTO claims VALUES (?, ?, ?);", row)
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self.commit()
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self.initialised = True
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trending_log("done.\n")
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def apply_spikes(self, height):
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"""
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Apply spikes that are due. This occurs inside a transaction.
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"""
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spikes = []
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unit = trending_unit(height)
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for row in self.execute("""
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SELECT SUM(mass), claim_hash FROM spikes
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WHERE height = ?
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GROUP BY claim_hash;
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""", (height, )):
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spikes.append((row[0]*unit, row[1]))
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self.write_needed.add(row[1])
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self.executemany("""
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UPDATE claims
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SET trending_score = (trending_score + ?)
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WHERE claim_hash = ?;
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""", spikes)
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self.execute("DELETE FROM spikes WHERE height = ?;", (height, ))
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def decay_whales(self, height):
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"""
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Occurs inside transaction.
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"""
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if height % SAVE_INTERVAL != 0:
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return
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whales = self.execute("""
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SELECT trending_score, lbc, claim_hash
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FROM claims
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WHERE lbc >= ?;
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""", (WHALE_THRESHOLD, )).fetchall()
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whales2 = []
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for whale in whales:
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trending, lbc, claim_hash = whale
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# Overall multiplication factor for decay rate
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# At WHALE_THRESHOLD, this is 1
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# At 10*WHALE_THRESHOLD, it is 3
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decay_rate_factor = 1.0 + 2.0*math.log10(lbc/WHALE_THRESHOLD)
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# The -1 is because this is just the *extra* part being applied
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factor = (DECAY**SAVE_INTERVAL)**(decay_rate_factor - 1.0)
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# Decay
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trending *= factor
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whales2.append((trending, claim_hash))
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self.write_needed.add(claim_hash)
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self.executemany("UPDATE claims SET trending_score=? WHERE claim_hash=?;",
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whales2)
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def renorm(self, height):
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"""
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Renormalise trending scores. Occurs inside a transaction.
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"""
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if height % RENORM_INTERVAL == 0:
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threshold = 1.0E-3/DECAY_PER_RENORM
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for row in self.execute("""SELECT claim_hash FROM claims
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WHERE ABS(trending_score) >= ?;""",
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(threshold, )):
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self.write_needed.add(row[0])
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self.execute("""UPDATE claims SET trending_score = ?*trending_score
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WHERE ABS(trending_score) >= ?;""",
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(DECAY_PER_RENORM, threshold))
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def write_to_claims_db(self, db, height):
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"""
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Write changed trending scores to claims.db.
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"""
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if height % SAVE_INTERVAL != 0:
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return
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rows = self.execute(f"""
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SELECT trending_score, claim_hash
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FROM claims
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WHERE claim_hash IN
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({','.join('?' for _ in self.write_needed)});
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""", list(self.write_needed)).fetchall()
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db.executemany("""UPDATE claim SET trending_mixed = ?
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WHERE claim_hash = ?;""", rows)
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# Clear list of claims needing to be written to claims.db
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self.write_needed = set()
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def update(self, db, height, recalculate_claim_hashes):
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"""
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Update trending scores.
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Input is a cursor to claims.db, the block height, and the list of
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claims that changed.
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"""
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assert self.initialised
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self.begin()
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self.renorm(height)
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# Fetch changed/new claims from claims.db
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for row in db.execute(f"""
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SELECT claim_hash,
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1E-8*(amount + support_amount) AS lbc
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FROM claim
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WHERE claim_hash IN
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({','.join('?' for _ in recalculate_claim_hashes)});
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""", list(recalculate_claim_hashes)):
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claim_hash, lbc = row
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# Insert into trending db if it does not exist
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self.execute("""
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INSERT INTO claims (claim_hash)
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VALUES (?)
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ON CONFLICT (claim_hash) DO NOTHING;""",
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(claim_hash, ))
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# See if it was an LBC change
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old = self.execute("SELECT * FROM claims WHERE claim_hash=?;",
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(claim_hash, )).fetchone()
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lbc_old = old[1]
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# Save new LBC value into trending db
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self.execute("UPDATE claims SET lbc = ? WHERE claim_hash = ?;",
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(lbc, claim_hash))
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if lbc > lbc_old:
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# Schedule a future spike
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delay = min(int((lbc + 1E-8)**0.4), HALF_LIFE)
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spike = (claim_hash, height + delay, spike_mass(lbc, lbc_old))
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self.execute("""INSERT INTO spikes
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(claim_hash, height, mass)
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VALUES (?, ?, ?);""", spike)
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elif lbc < lbc_old:
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# Subtract from future spikes
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penalty = spike_mass(lbc_old, lbc)
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spikes = self.execute("""
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SELECT * FROM spikes
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WHERE claim_hash = ?
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ORDER BY height ASC, mass DESC;
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""", (claim_hash, )).fetchall()
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for spike in spikes:
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spike_id, mass = spike[0], spike[3]
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if mass > penalty:
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# The entire penalty merely reduces this spike
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self.execute("UPDATE spikes SET mass=? WHERE id=?;",
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(mass - penalty, spike_id))
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penalty = 0.0
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else:
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# Removing this spike entirely accounts for some (or
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# all) of the penalty, then move on to other spikes
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self.execute("DELETE FROM spikes WHERE id=?;",
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(spike_id, ))
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penalty -= mass
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# If penalty remains, that's a negative spike to be applied
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# immediately.
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if penalty > 0.0:
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self.execute("""
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INSERT INTO spikes (claim_hash, height, mass)
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VALUES (?, ?, ?);""",
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(claim_hash, height, -penalty))
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self.apply_spikes(height)
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self.decay_whales(height)
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self.commit()
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self.write_to_claims_db(db, height)
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# The "global" instance to work with
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# pylint: disable=C0103
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trending_data = TrendingDB()
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def spike_mass(x, x_old):
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"""
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Compute the mass of a trending spike (normed - constant units).
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x_old = old LBC value
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x = new LBC value
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"""
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# Sign of trending spike
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sign = 1.0
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if x < x_old:
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sign = -1.0
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# Magnitude
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mag = abs(x**0.25 - x_old**0.25)
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# Minnow boost
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mag *= 1.0 + 2E4/(x + 100.0)**2
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return sign*mag
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def run(db, height, final_height, recalculate_claim_hashes):
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if height < final_height - 5*HALF_LIFE:
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trending_log(f"Skipping trending calculations at block {height}.\n")
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return
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start = time.time()
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trending_log(f"Calculating variable_decay trending at block {height}.\n")
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trending_data.update(db, height, recalculate_claim_hashes)
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end = time.time()
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trending_log(f"Trending operations took {end - start} seconds.\n\n")
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def test_trending():
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"""
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Quick trending test for claims with different support patterns.
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Actually use the run() function.
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"""
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# Create a fake "claims.db" for testing
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# pylint: disable=I1101
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dbc = apsw.Connection(":memory:")
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db = dbc.cursor()
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# Create table
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db.execute("""
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BEGIN;
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CREATE TABLE claim (claim_hash TEXT PRIMARY KEY,
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amount REAL NOT NULL DEFAULT 0.0,
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support_amount REAL NOT NULL DEFAULT 0.0,
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trending_mixed REAL NOT NULL DEFAULT 0.0);
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COMMIT;
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""")
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# Initialise trending data before anything happens with the claims
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trending_data.initialise(db)
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# Insert initial states of claims
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everything = {"huge_whale": 0.01, "medium_whale": 0.01, "small_whale": 0.01,
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"huge_whale_botted": 0.01, "minnow": 0.01}
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def to_list_of_tuples(stuff):
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l = []
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for key in stuff:
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l.append((key, stuff[key]))
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return l
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db.executemany("""
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INSERT INTO claim (claim_hash, amount) VALUES (?, 1E8*?);
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""", to_list_of_tuples(everything))
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# Process block zero
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height = 0
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run(db, height, height, everything.keys())
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# Save trajectories for plotting
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trajectories = {}
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for row in trending_data.execute("""
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SELECT claim_hash, trending_score
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FROM claims;
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"""):
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trajectories[row[0]] = [row[1]/trending_unit(height)]
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# Main loop
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for height in range(1, 1000):
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# One-off supports
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if height == 1:
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everything["huge_whale"] += 5E5
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everything["medium_whale"] += 5E4
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everything["small_whale"] += 5E3
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# Every block
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if height < 500:
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everything["huge_whale_botted"] += 5E5/500
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everything["minnow"] += 1
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# Remove supports
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if height == 500:
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for key in everything:
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everything[key] = 0.01
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# Whack into the db
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db.executemany("""
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UPDATE claim SET amount = 1E8*? WHERE claim_hash = ?;
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""", [(y, x) for (x, y) in to_list_of_tuples(everything)])
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# Call run()
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run(db, height, height, everything.keys())
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# Append current trending scores to trajectories
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for row in db.execute("""
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SELECT claim_hash, trending_mixed
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FROM claim;
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"""):
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trajectories[row[0]].append(row[1]/trending_unit(height))
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dbc.close()
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# pylint: disable=C0415
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import matplotlib.pyplot as plt
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for key in trajectories:
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plt.plot(trajectories[key], label=key)
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plt.legend()
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plt.show()
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if __name__ == "__main__":
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test_trending()
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