From 9a9e9565a46822a8ba63efdd3a1813e6f6d83c7c Mon Sep 17 00:00:00 2001 From: Matthew Trudeau Date: Tue, 10 Dec 2024 13:40:03 -0500 Subject: [PATCH 01/20] Initial commit From ae83fae1832290287001e0c32b654ab8957b7c86 Mon Sep 17 00:00:00 2001 From: Matthew Trudeau Date: Wed, 11 Dec 2024 14:57:29 -0500 Subject: [PATCH 02/20] Add hypothesis dependency for property based testing --- poetry.lock | 46 +++++++++++++++++++++++++++++++++++++++++++++- pyproject.toml | 1 + 2 files changed, 46 insertions(+), 1 deletion(-) diff --git a/poetry.lock b/poetry.lock index a1d31cb..07cabff 100644 --- a/poetry.lock +++ b/poetry.lock @@ -1315,6 +1315,39 @@ files = [ {file = "h11-0.14.0.tar.gz", hash = "sha256:8f19fbbe99e72420ff35c00b27a34cb9937e902a8b810e2c88300c6f0a3b699d"}, ] +[[package]] +name = "hypothesis" +version = "6.122.3" +description = "A library for property-based testing" +optional = false +python-versions = ">=3.9" +files = [ + {file = "hypothesis-6.122.3-py3-none-any.whl", hash = "sha256:f0f57036d3b95b979491602b32c95b6725c3af678cccb6165d8de330857f3c83"}, + {file = "hypothesis-6.122.3.tar.gz", hash = "sha256:f4c927ce0ec739fa6266e4572949d0b54e24a14601a2bc5fec8f78e16af57918"}, +] + +[package.dependencies] +attrs = ">=22.2.0" +exceptiongroup = {version = ">=1.0.0", markers = "python_version < \"3.11\""} +sortedcontainers = ">=2.1.0,<3.0.0" + +[package.extras] +all = ["black (>=19.10b0)", "click (>=7.0)", "crosshair-tool (>=0.0.78)", "django (>=4.2)", "dpcontracts (>=0.4)", "hypothesis-crosshair (>=0.0.18)", "lark (>=0.10.1)", "libcst (>=0.3.16)", "numpy (>=1.19.3)", "pandas (>=1.1)", "pytest (>=4.6)", "python-dateutil (>=1.4)", "pytz (>=2014.1)", "redis (>=3.0.0)", "rich (>=9.0.0)", "tzdata (>=2024.2)"] +cli = ["black (>=19.10b0)", "click (>=7.0)", "rich (>=9.0.0)"] +codemods = ["libcst (>=0.3.16)"] +crosshair = ["crosshair-tool (>=0.0.78)", "hypothesis-crosshair (>=0.0.18)"] +dateutil = ["python-dateutil (>=1.4)"] +django = ["django (>=4.2)"] +dpcontracts = ["dpcontracts (>=0.4)"] +ghostwriter = ["black (>=19.10b0)"] +lark = ["lark (>=0.10.1)"] +numpy = ["numpy (>=1.19.3)"] +pandas = ["pandas (>=1.1)"] +pytest = ["pytest (>=4.6)"] +pytz = ["pytz (>=2014.1)"] +redis = ["redis (>=3.0.0)"] +zoneinfo = ["tzdata (>=2024.2)"] + [[package]] name = "identify" version = "2.6.2" @@ -3516,6 +3549,17 @@ files = [ {file = "sniffio-1.3.1.tar.gz", hash = "sha256:f4324edc670a0f49750a81b895f35c3adb843cca46f0530f79fc1babb23789dc"}, ] +[[package]] +name = "sortedcontainers" +version = "2.4.0" +description = "Sorted Containers -- Sorted List, Sorted Dict, Sorted Set" +optional = false +python-versions = "*" +files = [ + {file = "sortedcontainers-2.4.0-py2.py3-none-any.whl", hash = "sha256:a163dcaede0f1c021485e957a39245190e74249897e2ae4b2aa38595db237ee0"}, + {file = "sortedcontainers-2.4.0.tar.gz", hash = "sha256:25caa5a06cc30b6b83d11423433f65d1f9d76c4c6a0c90e3379eaa43b9bfdb88"}, +] + [[package]] name = "starlette" version = "0.37.2" @@ -4116,4 +4160,4 @@ propcache = ">=0.2.0" [metadata] lock-version = "2.0" python-versions = ">= 3.9, < 3.12" -content-hash = "e812a8e353fe8f309bc25e6eb9b48fcc7ad2b5c95c135ad640b29afd1ad12163" +content-hash = "3e603404619918928e07a30d99df2be00a85691635b61c13dd4d906e71b2547d" diff --git a/pyproject.toml b/pyproject.toml index c4943cf..6b61f8c 100755 --- a/pyproject.toml +++ b/pyproject.toml @@ -38,6 +38,7 @@ isort = "^5.13.2" mypy = "^1.13.0" flake8 = "^7.1.1" pytest = "^8.3.3" +hypothesis = "^6.122.3" [tool.black] From 95ab9479571f972f81775fbce9f8971162a77bdb Mon Sep 17 00:00:00 2001 From: Matthew Trudeau Date: Wed, 11 Dec 2024 14:59:40 -0500 Subject: [PATCH 03/20] Implement currently functional tests --- precog/utils/timestamp.py | 2 +- tests/test_package.py | 5 ++ tests/utils/test_timestamp.py | 161 ++++++++++++++++++++++++++++++++++ 3 files changed, 167 insertions(+), 1 deletion(-) create mode 100644 tests/utils/test_timestamp.py diff --git a/precog/utils/timestamp.py b/precog/utils/timestamp.py index f253601..a818de8 100644 --- a/precog/utils/timestamp.py +++ b/precog/utils/timestamp.py @@ -73,7 +73,7 @@ def iso8601_to_datetime(timestamp: str) -> datetime: """ Convert iso 8601 string to datetime """ - return datetime.fromisoformat(timestamp) + return datetime.fromisoformat(timestamp).astimezone(get_timezone()) def posix_to_datetime(timestamp: float) -> datetime: diff --git a/tests/test_package.py b/tests/test_package.py index e3e55f8..02b7e72 100644 --- a/tests/test_package.py +++ b/tests/test_package.py @@ -5,6 +5,11 @@ class TestPackage(unittest.TestCase): + # runs once prior to all tests in this file + def __init__(self, *args, **kwargs) -> None: + super().__init__(*args, **kwargs) + + # runs once prior to every single test def setUp(self): pass diff --git a/tests/utils/test_timestamp.py b/tests/utils/test_timestamp.py new file mode 100644 index 0000000..409cee7 --- /dev/null +++ b/tests/utils/test_timestamp.py @@ -0,0 +1,161 @@ +import unittest +from datetime import datetime + +from hypothesis import given +from hypothesis import strategies as st +from pytz import timezone + +from precog.utils.timestamp import ( + datetime_to_iso8601, + datetime_to_posix, + get_midnight, + get_now, + get_posix, + get_timezone, + iso8601_to_datetime, + posix_to_datetime, +) + + +class TestTimestamp(unittest.TestCase): + + # runs once prior to all tests in this file + def __init__(self, *args, **kwargs) -> None: + super().__init__(*args, **kwargs) + + self.DATETIME_CONSTANT = datetime(2024, 12, 11, 18, 46, 43, 112378, tzinfo=get_timezone()) + self.POSIX_CONSTANT = 1733942803.112378 + self.ISO8601_CONSTANT = "2024-12-11T18:46:43.112378+00:00" + + # runs once prior to every single test + def setUp(self): + pass + + def test_get_timezone(self): + # Ensure we are abiding by UTC timezone + self.assertEqual(get_timezone(), timezone("UTC")) + + def test_get_now(self): + now = get_now() + + # Check that this is a datetime + self.assertIsInstance(now, datetime) + + # Check that this is UTC timezone aware + self.assertEqual(now.tzinfo, get_timezone()) + + # Check that the timestamp is sensitive + now2 = get_now() + self.assertNotEqual(now, now2) + + # Make our own timestamp + real_now = datetime.now(get_timezone()) + + # Check that all timezones are within 20 seconds of each other + # They should all be very close together considering everything + threshold = 20 + diff1 = (now - now2).total_seconds() + diff2 = (now - real_now).total_seconds() + diff3 = (now2 - real_now).total_seconds() + + self.assertLess(abs(diff1), threshold) + self.assertLess(abs(diff2), threshold) + self.assertLess(abs(diff3), threshold) + + def test_get_posix(self): + posix = get_posix() + + # Check that this is a float + self.assertIsInstance(posix, float) + + # Check that the timestamp is sensitive + posix2 = get_posix() + self.assertNotEqual(posix, posix2) + + # Make our own timestamp + real_posix = datetime.now(get_timezone()).timestamp() + + # Check that all timezones are within 20 seconds of each other + # They should all be very close together considering everything + threshold = 20 + diff1 = posix - posix2 + diff2 = posix - real_posix + diff3 = posix2 - real_posix + + self.assertLess(abs(diff1), threshold) + self.assertLess(abs(diff2), threshold) + self.assertLess(abs(diff3), threshold) + + def test_get_midnight(self): + now = datetime.now(get_timezone()) + midnight = now.replace(hour=0, minute=0, second=0, microsecond=0) + + midnight2 = get_midnight() + + # Check that this is UTC timezone aware + self.assertEqual(midnight2.tzinfo, get_timezone()) + + # They should be equal + self.assertEqual(midnight, midnight2) + + # confirm everything is zeroed out + self.assertEqual(midnight2.microsecond, 0) + self.assertEqual(midnight2.second, 0) + self.assertEqual(midnight2.minute, 0) + self.assertEqual(midnight2.hour, 0) + + def test_datetime_iso_roundtrip(self): + # datetime -> str -> datetime + new_str = datetime_to_iso8601(self.DATETIME_CONSTANT) + new_datetime = iso8601_to_datetime(new_str) + + self.assertEqual(self.DATETIME_CONSTANT, new_datetime) + self.assertEqual(self.ISO8601_CONSTANT, new_str) + self.assertEqual(new_datetime.tzinfo, get_timezone()) + + # str -> datetime -> str + new_datetime = iso8601_to_datetime(self.ISO8601_CONSTANT) + new_str = datetime_to_iso8601(new_datetime) + + self.assertEqual(self.DATETIME_CONSTANT, new_datetime) + self.assertEqual(self.ISO8601_CONSTANT, new_str) + self.assertEqual(new_datetime.tzinfo, get_timezone()) + + @given(st.datetimes(timezones=st.just(get_timezone()))) + def test_hypothesis_datetime_iso_roundtrip(self, new_datetime): + # datetime -> str -> datetime + new_str = datetime_to_iso8601(new_datetime) + new_datetime2 = iso8601_to_datetime(new_str) + + self.assertEqual(new_datetime, new_datetime2) + self.assertEqual(new_datetime2.tzinfo, get_timezone()) + + def test_datetime_posix_roundtrip(self): + # datetime -> float -> datetime + new_float = datetime_to_posix(self.DATETIME_CONSTANT) + new_datetime = posix_to_datetime(new_float) + + self.assertEqual(self.DATETIME_CONSTANT, new_datetime) + self.assertEqual(self.POSIX_CONSTANT, new_float) + self.assertEqual(new_datetime.tzinfo, get_timezone()) + + # float -> datetime -> float + new_datetime = posix_to_datetime(self.POSIX_CONSTANT) + new_float = datetime_to_posix(new_datetime) + + self.assertEqual(self.DATETIME_CONSTANT, new_datetime) + self.assertEqual(self.POSIX_CONSTANT, new_float) + self.assertEqual(new_datetime.tzinfo, get_timezone()) + + @given(st.datetimes(timezones=st.just(get_timezone())).map(lambda dt: dt.replace(microsecond=0))) + def test_hypothesis_datetime_posix_roundtrip(self, new_datetime): + # hypothesis exposes niche floating point precision errors + # zero out microseconds to solve this + # Floating point precision resulting in a mismatch of 1 microsecond is negligible + + # datetime -> float -> datetime + new_float = float(datetime_to_posix(new_datetime)) + new_datetime2 = posix_to_datetime(new_float) + + self.assertEqual(new_datetime, new_datetime2) + self.assertEqual(new_datetime2.tzinfo, get_timezone()) From 1d4bd7bda924e693442212cd0c6b62b46ff9c3f9 Mon Sep 17 00:00:00 2001 From: Matthew Trudeau Date: Wed, 11 Dec 2024 15:10:13 -0500 Subject: [PATCH 04/20] Change iso9601 string format to be compatible with CM API --- precog/utils/timestamp.py | 4 ++-- tests/utils/test_timestamp.py | 2 +- 2 files changed, 3 insertions(+), 3 deletions(-) diff --git a/precog/utils/timestamp.py b/precog/utils/timestamp.py index a818de8..165b020 100644 --- a/precog/utils/timestamp.py +++ b/precog/utils/timestamp.py @@ -66,14 +66,14 @@ def datetime_to_iso8601(timestamp: datetime) -> str: """ Convert datetime to iso 8601 string """ - return timestamp.isoformat() + return timestamp.strftime("%Y-%m-%dT%H:%M:%S.%fZ") def iso8601_to_datetime(timestamp: str) -> datetime: """ Convert iso 8601 string to datetime """ - return datetime.fromisoformat(timestamp).astimezone(get_timezone()) + return datetime.strptime(timestamp, "%Y-%m-%dT%H:%M:%S.%fZ").replace(tzinfo=get_timezone()) def posix_to_datetime(timestamp: float) -> datetime: diff --git a/tests/utils/test_timestamp.py b/tests/utils/test_timestamp.py index 409cee7..4441dd4 100644 --- a/tests/utils/test_timestamp.py +++ b/tests/utils/test_timestamp.py @@ -25,7 +25,7 @@ def __init__(self, *args, **kwargs) -> None: self.DATETIME_CONSTANT = datetime(2024, 12, 11, 18, 46, 43, 112378, tzinfo=get_timezone()) self.POSIX_CONSTANT = 1733942803.112378 - self.ISO8601_CONSTANT = "2024-12-11T18:46:43.112378+00:00" + self.ISO8601_CONSTANT = "2024-12-11T18:46:43.112378Z" # runs once prior to every single test def setUp(self): From 10ec56e2c36e4fda408bbf38ae69c95c87a5398a Mon Sep 17 00:00:00 2001 From: Matthew Trudeau Date: Wed, 11 Dec 2024 15:15:53 -0500 Subject: [PATCH 05/20] Remove custom CM timestamp function now that it is the default iso8601 format --- precog/miners/base_miner.py | 10 +++++----- precog/utils/timestamp.py | 7 ------- precog/validators/reward.py | 6 +++--- 3 files changed, 8 insertions(+), 15 deletions(-) diff --git a/precog/miners/base_miner.py b/precog/miners/base_miner.py index 4a2281e..f197272 100644 --- a/precog/miners/base_miner.py +++ b/precog/miners/base_miner.py @@ -6,7 +6,7 @@ from precog.protocol import Challenge from precog.utils.cm_data import CMData -from precog.utils.timestamp import datetime_to_CM_timestamp, iso8601_to_datetime +from precog.utils.timestamp import datetime_to_iso8601, iso8601_to_datetime def get_point_estimate(timestamp: str) -> float: @@ -23,8 +23,8 @@ def get_point_estimate(timestamp: str) -> float: # Set the time range to be as small as possible for query speed # Set the start time as 2 seconds prior to the provided time - start_time: str = datetime_to_CM_timestamp(iso8601_to_datetime(timestamp) - timedelta(days=1)) - end_time: str = datetime_to_CM_timestamp(iso8601_to_datetime(timestamp)) # built-ins handle CM API's formatting + start_time: str = datetime_to_iso8601(iso8601_to_datetime(timestamp) - timedelta(seconds=2)) + end_time: str = datetime_to_iso8601(iso8601_to_datetime(timestamp)) # Query CM API for a pandas dataframe with only one record price_data: pd.DataFrame = cm.get_CM_ReferenceRate(assets="BTC", start=start_time, end=end_time) @@ -56,8 +56,8 @@ def get_prediction_interval(timestamp: str, point_estimate: float) -> Tuple[floa cm = CMData() # Set the time range to be 24 hours - start_time: str = datetime_to_CM_timestamp(iso8601_to_datetime(timestamp) - timedelta(days=1)) - end_time: str = datetime_to_CM_timestamp(iso8601_to_datetime(timestamp)) # built-ins handle CM API's formatting + start_time: str = datetime_to_iso8601(iso8601_to_datetime(timestamp) - timedelta(days=1)) + end_time: str = datetime_to_iso8601(iso8601_to_datetime(timestamp)) # built-ins handle CM API's formatting # Query CM API for sample standard deviation of the 1s residuals historical_price_data: pd.DataFrame = cm.get_CM_ReferenceRate( diff --git a/precog/utils/timestamp.py b/precog/utils/timestamp.py index 165b020..f9b15d1 100644 --- a/precog/utils/timestamp.py +++ b/precog/utils/timestamp.py @@ -83,13 +83,6 @@ def posix_to_datetime(timestamp: float) -> datetime: return datetime.fromtimestamp(timestamp, tz=get_timezone()) -def datetime_to_CM_timestamp(timestamp: datetime) -> str: - """ - Convert iso 8601 string to coinmetrics timestamp - """ - return timestamp.strftime("%Y-%m-%dT%H:%M:%S.%fZ") - - ############################### # FUNCTIONS # ############################### diff --git a/precog/validators/reward.py b/precog/validators/reward.py index e63e928..b758340 100644 --- a/precog/validators/reward.py +++ b/precog/validators/reward.py @@ -8,7 +8,7 @@ from precog.protocol import Challenge from precog.utils.cm_data import CMData from precog.utils.general import pd_to_dict, rank -from precog.utils.timestamp import align_timepoints, datetime_to_CM_timestamp, iso8601_to_datetime, mature_dictionary +from precog.utils.timestamp import align_timepoints, datetime_to_iso8601, iso8601_to_datetime, mature_dictionary ################################################################################ @@ -24,8 +24,8 @@ def calc_rewards( decayed_weights = decay**weights timestamp = responses[0].timestamp cm = CMData() - start_time: str = datetime_to_CM_timestamp(iso8601_to_datetime(timestamp) - timedelta(hours=1)) - end_time: str = datetime_to_CM_timestamp(iso8601_to_datetime(timestamp)) # built-ins handle CM API's formatting + start_time: str = datetime_to_iso8601(iso8601_to_datetime(timestamp) - timedelta(hours=1)) + end_time: str = datetime_to_iso8601(iso8601_to_datetime(timestamp)) # built-ins handle CM API's formatting # Query CM API for sample standard deviation of the 1s residuals historical_price_data: DataFrame = cm.get_CM_ReferenceRate( assets="BTC", start=start_time, end=end_time, frequency="1s" From bdb44a1bda9a19c1141e006078d403198ea21a70 Mon Sep 17 00:00:00 2001 From: Matthew Trudeau Date: Thu, 12 Dec 2024 10:40:05 -0500 Subject: [PATCH 06/20] More robust checks around typing and timezones, shortened function names --- precog/miners/base_miner.py | 23 +++++---- precog/utils/classes.py | 6 +-- precog/utils/timestamp.py | 80 ++++++++++++++++++++++-------- precog/validators/reward.py | 7 ++- precog/validators/weight_setter.py | 15 ++---- 5 files changed, 82 insertions(+), 49 deletions(-) diff --git a/precog/miners/base_miner.py b/precog/miners/base_miner.py index f197272..3dc6deb 100644 --- a/precog/miners/base_miner.py +++ b/precog/miners/base_miner.py @@ -1,4 +1,3 @@ -from datetime import timedelta from typing import Tuple import bittensor as bt @@ -6,7 +5,7 @@ from precog.protocol import Challenge from precog.utils.cm_data import CMData -from precog.utils.timestamp import datetime_to_iso8601, iso8601_to_datetime +from precog.utils.timestamp import get_before, to_datetime, to_str def get_point_estimate(timestamp: str) -> float: @@ -23,11 +22,12 @@ def get_point_estimate(timestamp: str) -> float: # Set the time range to be as small as possible for query speed # Set the start time as 2 seconds prior to the provided time - start_time: str = datetime_to_iso8601(iso8601_to_datetime(timestamp) - timedelta(seconds=2)) - end_time: str = datetime_to_iso8601(iso8601_to_datetime(timestamp)) + # Ensure both timestamps are correctly typed and set to UTC + start_time = get_before(timestamp=timestamp, days=0, minutes=0, seconds=2) + end_time = to_datetime(timestamp) # Query CM API for a pandas dataframe with only one record - price_data: pd.DataFrame = cm.get_CM_ReferenceRate(assets="BTC", start=start_time, end=end_time) + price_data: pd.DataFrame = cm.get_CM_ReferenceRate(assets="BTC", start=to_str(start_time), end=to_str(end_time)) # Get current price closest to the provided timestamp btc_price: float = float(price_data["ReferenceRateUSD"].iloc[-1]) @@ -56,22 +56,23 @@ def get_prediction_interval(timestamp: str, point_estimate: float) -> Tuple[floa cm = CMData() # Set the time range to be 24 hours - start_time: str = datetime_to_iso8601(iso8601_to_datetime(timestamp) - timedelta(days=1)) - end_time: str = datetime_to_iso8601(iso8601_to_datetime(timestamp)) # built-ins handle CM API's formatting + # Ensure both timestamps are correctly typed and set to UTC + start_time = get_before(timestamp, days=1, minutes=0, seconds=0) + end_time = to_datetime(timestamp) # Query CM API for sample standard deviation of the 1s residuals historical_price_data: pd.DataFrame = cm.get_CM_ReferenceRate( - assets="BTC", start=start_time, end=end_time, frequency="1s" + assets="BTC", start=to_str(start_time), end=to_str(end_time), frequency="1s" ) residuals: pd.Series = historical_price_data["ReferenceRateUSD"].diff() sample_std_dev: float = float(residuals.std()) # We have the standard deviation of the 1s residuals - # We are forecasting forward 5m, which is 300s - # We must scale the 1s sample standard deviation to reflect a 300s forecast + # We are forecasting forward 60m, which is 3600s + # We must scale the 1s sample standard deviation to reflect a 3600s forecast # Make reasonable assumptions that the 1s residuals are uncorrelated and normally distributed # To do this naively, we multiply the std dev by the square root of the number of time steps - time_steps: int = 300 + time_steps: int = 3600 naive_forecast_std_dev: float = sample_std_dev * (time_steps**0.5) # For a 90% prediction interval, we use the coefficient 1.64 diff --git a/precog/utils/classes.py b/precog/utils/classes.py index 36971ea..4cdd7ba 100644 --- a/precog/utils/classes.py +++ b/precog/utils/classes.py @@ -2,7 +2,7 @@ from datetime import datetime, timedelta from typing import List -from precog.utils.timestamp import get_now, get_timezone, iso8601_to_datetime, round_minute_down +from precog.utils.timestamp import get_now, get_timezone, round_minute_down, to_datetime class Config: @@ -66,7 +66,7 @@ def __init__(self, uid: int, timezone=get_timezone()): def add_prediction(self, timestamp, prediction: float, interval: List[float]): if isinstance(timestamp, str): - timestamp = iso8601_to_datetime(timestamp) + timestamp = to_datetime(timestamp) timestamp = round_minute_down(timestamp) if prediction is not None: self.predictions[timestamp] = prediction @@ -86,7 +86,7 @@ def format_predictions(self, reference_timestamp=None, hours: int = 1): if reference_timestamp is None: reference_timestamp = round_minute_down(get_now()) if isinstance(reference_timestamp, str): - reference_timestamp = iso8601_to_datetime(reference_timestamp) + reference_timestamp = to_datetime(reference_timestamp) start_time = round_minute_down(reference_timestamp) - timedelta(hours=hours + 1) filtered_pred_dict = { key: value for key, value in self.predictions.items() if start_time <= key <= reference_timestamp diff --git a/precog/utils/timestamp.py b/precog/utils/timestamp.py index f9b15d1..5ec0a27 100644 --- a/precog/utils/timestamp.py +++ b/precog/utils/timestamp.py @@ -1,4 +1,5 @@ from datetime import datetime, timedelta +from typing import Optional, Union from pytz import timezone @@ -21,12 +22,25 @@ def get_now() -> datetime: return datetime.now(get_timezone()) -def get_before(minutes: int = 5, seconds: int = 0) -> datetime: +def get_before( + timestamp: Optional[Union[datetime, str, float]] = None, + days: int = 0, + hours: int = 0, + minutes: int = 5, + seconds: int = 0, +) -> datetime: """ Get the datetime x minutes before now """ - now = get_now() - return now - timedelta(minutes=minutes, seconds=seconds) + if timestamp is None: + timestamp = get_now() + else: + timestamp = to_datetime(timestamp) + + # Perform the time subtraction + before_timestamp = timestamp - timedelta(days=days, hours=hours, minutes=minutes, seconds=seconds) + + return before_timestamp def get_midnight() -> datetime: @@ -40,14 +54,14 @@ def get_posix() -> float: """ Get the current POSIX time, seconds that have elapsed since Jan 1 1970 """ - return datetime_to_posix(get_now()) + return to_posix(get_now()) -def get_iso8601() -> str: +def get_str() -> str: """ Get the current timestamp as a string, convenient for requests """ - return datetime_to_iso8601(get_now()) + return to_str(get_now()) ############################### @@ -55,32 +69,58 @@ def get_iso8601() -> str: ############################### -def datetime_to_posix(timestamp: datetime) -> float: +def to_posix(timestamp: Union[datetime, str, float]) -> float: """ Convert datetime to seconds that have elapsed since Jan 1 1970 """ - return timestamp.timestamp() + # Verify datetime object and convert to UTC + utc_datetime = to_datetime(timestamp) + + # Convert to posix time float + posix_timestamp = utc_datetime.timestamp() -def datetime_to_iso8601(timestamp: datetime) -> str: + return posix_timestamp + + +def to_str(timestamp: Union[datetime, str, float]) -> str: """ Convert datetime to iso 8601 string """ - return timestamp.strftime("%Y-%m-%dT%H:%M:%S.%fZ") + # Verify datetime object and convert to UTC + utc_datetime = to_datetime(timestamp) -def iso8601_to_datetime(timestamp: str) -> datetime: - """ - Convert iso 8601 string to datetime - """ - return datetime.strptime(timestamp, "%Y-%m-%dT%H:%M:%S.%fZ").replace(tzinfo=get_timezone()) + # Convert to iso8601 string + str_datetime = utc_datetime.strftime("%Y-%m-%dT%H:%M:%S.%fZ") + + return str_datetime -def posix_to_datetime(timestamp: float) -> datetime: +def to_datetime(timestamp: Union[str, float]) -> datetime: """ - Convert seconds since Jan 1 1970 to datetime + Convert iso 8601 string, or a POSIX time float, to datetime """ - return datetime.fromtimestamp(timestamp, tz=get_timezone()) + if isinstance(timestamp, str): + # Assume the proper iso 8601 string format is used + # `strptime` will trigger an error as needed + return datetime.strptime(timestamp, "%Y-%m-%dT%H:%M:%S.%fZ").replace(tzinfo=get_timezone()) + + elif isinstance(timestamp, float): + # Assume proper float value + # `fromtimestamp` will trigger errors as needed + return datetime.fromtimestamp(timestamp, tz=get_timezone()) + + elif isinstance(timestamp, datetime): + # Already a datetime object + # Return as UTC + return timestamp.astimezone(get_timezone()) + + else: + # Invalid typing + raise TypeError( + "Must pass a timestamp that is either a iso 8601 string, POSIX time float, or a datetime object" + ) ############################### @@ -121,8 +161,8 @@ def is_query_time(prediction_interval: int, timestamp: str, tolerance: int = 120 First, check that we are in a new epoch Then, check if we already sent a request in the current epoch """ - now = get_now() - provided_timestamp = iso8601_to_datetime(timestamp) + now: datetime = get_now() + provided_timestamp: datetime = to_datetime(timestamp) # The provided timestamp is the last time a request was made. If this timestamp # is from the current epoch, we do not want to make a request. One way to check diff --git a/precog/validators/reward.py b/precog/validators/reward.py index b758340..02ed6e2 100644 --- a/precog/validators/reward.py +++ b/precog/validators/reward.py @@ -1,4 +1,3 @@ -from datetime import timedelta # temporary for dummy data from typing import List import bittensor as bt @@ -8,7 +7,7 @@ from precog.protocol import Challenge from precog.utils.cm_data import CMData from precog.utils.general import pd_to_dict, rank -from precog.utils.timestamp import align_timepoints, datetime_to_iso8601, iso8601_to_datetime, mature_dictionary +from precog.utils.timestamp import align_timepoints, get_before, mature_dictionary, to_datetime, to_str ################################################################################ @@ -24,8 +23,8 @@ def calc_rewards( decayed_weights = decay**weights timestamp = responses[0].timestamp cm = CMData() - start_time: str = datetime_to_iso8601(iso8601_to_datetime(timestamp) - timedelta(hours=1)) - end_time: str = datetime_to_iso8601(iso8601_to_datetime(timestamp)) # built-ins handle CM API's formatting + start_time: str = to_str(get_before(timestamp=timestamp, hours=1)) + end_time: str = to_str(to_datetime(timestamp)) # built-ins handle CM API's formatting # Query CM API for sample standard deviation of the 1s residuals historical_price_data: DataFrame = cm.get_CM_ReferenceRate( assets="BTC", start=start_time, end=end_time, frequency="1s" diff --git a/precog/validators/weight_setter.py b/precog/validators/weight_setter.py index 9f99398..d252b87 100755 --- a/precog/validators/weight_setter.py +++ b/precog/validators/weight_setter.py @@ -12,14 +12,7 @@ from precog.utils.bittensor import check_uid_availability, print_info, setup_bittensor_objects from precog.utils.classes import MinerHistory from precog.utils.general import func_with_retry, loop_handler -from precog.utils.timestamp import ( - datetime_to_iso8601, - elapsed_seconds, - get_before, - get_now, - is_query_time, - iso8601_to_datetime, -) +from precog.utils.timestamp import elapsed_seconds, get_before, get_now, get_str, is_query_time, to_datetime, to_str from precog.utils.wandb import log_wandb, setup_wandb from precog.validators.reward import calc_rewards @@ -113,7 +106,7 @@ async def resync_metagraph(self): self.save_state() def query_miners(self): - timestamp = datetime_to_iso8601(get_now()) + timestamp = get_str() synapse = Challenge(timestamp=timestamp) responses = self.dendrite.query( # Send the query to selected miner axons in the network. @@ -163,8 +156,8 @@ async def set_weights(self): async def scheduled_prediction_request(self): if not hasattr(self, "timestamp"): - self.timestamp = datetime_to_iso8601(get_before(minutes=self.prediction_interval)) - query_lag = elapsed_seconds(get_now(), iso8601_to_datetime(self.timestamp)) + self.timestamp = to_str(get_before(minutes=self.prediction_interval)) + query_lag = elapsed_seconds(get_now(), to_datetime(self.timestamp)) if len(self.available_uids) == 0: bt.logging.info("No miners available. Sleeping for 10 minutes...") print_info(self) From cb21747e431e89976c0d08fd23eb0f3981e85c54 Mon Sep 17 00:00:00 2001 From: Matthew Trudeau Date: Fri, 13 Dec 2024 15:51:09 -0500 Subject: [PATCH 07/20] More reliably get a single BTC price in the base miner --- precog/miners/base_miner.py | 11 +++++------ 1 file changed, 5 insertions(+), 6 deletions(-) diff --git a/precog/miners/base_miner.py b/precog/miners/base_miner.py index 3dc6deb..f3e8a4a 100644 --- a/precog/miners/base_miner.py +++ b/precog/miners/base_miner.py @@ -20,14 +20,13 @@ def get_point_estimate(timestamp: str) -> float: # Create data gathering instance cm = CMData() - # Set the time range to be as small as possible for query speed - # Set the start time as 2 seconds prior to the provided time - # Ensure both timestamps are correctly typed and set to UTC - start_time = get_before(timestamp=timestamp, days=0, minutes=0, seconds=2) - end_time = to_datetime(timestamp) + # Ensure timestamp is correctly typed and set to UTC + provided_timestamp = to_datetime(timestamp) # Query CM API for a pandas dataframe with only one record - price_data: pd.DataFrame = cm.get_CM_ReferenceRate(assets="BTC", start=to_str(start_time), end=to_str(end_time)) + price_data: pd.DataFrame = cm.get_CM_ReferenceRate( + assets="BTC", start=None, end=to_str(provided_timestamp), frequency="1s", limit_per_asset=1, paging_from="end" + ) # Get current price closest to the provided timestamp btc_price: float = float(price_data["ReferenceRateUSD"].iloc[-1]) From 3edc2e715393d690345cc420eae7bc0b9b1a402c Mon Sep 17 00:00:00 2001 From: Matthew Trudeau Date: Fri, 13 Dec 2024 15:51:42 -0500 Subject: [PATCH 08/20] Update dependencies --- poetry.lock | 1170 +++++++++++++++++++++++++-------------------------- 1 file changed, 577 insertions(+), 593 deletions(-) diff --git a/poetry.lock b/poetry.lock index 07cabff..d004e16 100644 --- a/poetry.lock +++ b/poetry.lock @@ -2,13 +2,13 @@ [[package]] name = "aiohappyeyeballs" -version = "2.4.3" +version = 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utc_datetime.strftime("%Y-%m-%dT%H:%M:%S.%fZ") - return str_datetime + return str(str_datetime) def to_datetime(timestamp: Union[str, float]) -> datetime: diff --git a/tests/utils/test_timestamp.py b/tests/utils/test_timestamp.py index 4441dd4..62c63b6 100644 --- a/tests/utils/test_timestamp.py +++ b/tests/utils/test_timestamp.py @@ -1,20 +1,11 @@ import unittest from datetime import datetime -from hypothesis import given +from hypothesis import given, settings from hypothesis import strategies as st from pytz import timezone -from precog.utils.timestamp import ( - datetime_to_iso8601, - datetime_to_posix, - get_midnight, - get_now, - get_posix, - get_timezone, - iso8601_to_datetime, - posix_to_datetime, -) +from precog.utils.timestamp import get_midnight, get_now, get_posix, get_timezone, to_datetime, to_posix, to_str class TestTimestamp(unittest.TestCase): @@ -25,7 +16,7 @@ def __init__(self, *args, **kwargs) -> None: self.DATETIME_CONSTANT = datetime(2024, 12, 11, 18, 46, 43, 112378, tzinfo=get_timezone()) self.POSIX_CONSTANT = 1733942803.112378 - self.ISO8601_CONSTANT = "2024-12-11T18:46:43.112378Z" + self.STR_CONSTANT = "2024-12-11T18:46:43.112378Z" # runs once prior to every single test def setUp(self): @@ -104,58 +95,157 @@ def test_get_midnight(self): self.assertEqual(midnight2.minute, 0) self.assertEqual(midnight2.hour, 0) - def test_datetime_iso_roundtrip(self): + def test_to_datetime(self): + datetime1 = to_datetime(self.DATETIME_CONSTANT) + datetime2 = to_datetime(self.POSIX_CONSTANT) + datetime3 = to_datetime(self.STR_CONSTANT) + + # Check that all timestamps are datetime instances + self.assertIsInstance(datetime1, datetime) + self.assertIsInstance(datetime2, datetime) + self.assertIsInstance(datetime3, datetime) + + # Check that all timestamps are equivalent + self.assertEqual(datetime1, datetime2) + self.assertEqual(datetime1, datetime3) + self.assertEqual(datetime2, datetime3) + + # Check that this is UTC timezone aware + self.assertEqual(datetime1.tzinfo, get_timezone()) + self.assertEqual(datetime2.tzinfo, get_timezone()) + self.assertEqual(datetime3.tzinfo, get_timezone()) + + # Check that we throw type error on bool + with self.assertRaises(TypeError): + to_datetime(True) + + # Check that we throw type error on int + with self.assertRaises(TypeError): + to_datetime(123) + + def test_to_str(self): + datetime1 = to_str(self.DATETIME_CONSTANT) + datetime2 = to_str(self.POSIX_CONSTANT) + datetime3 = to_str(self.STR_CONSTANT) + + # Check that all timestamps are str instances + self.assertIsInstance(datetime1, str) + self.assertIsInstance(datetime2, str) + self.assertIsInstance(datetime3, str) + + # Check that all timestamps are equivalent + self.assertEqual(datetime1, datetime2) + self.assertEqual(datetime1, datetime3) + self.assertEqual(datetime2, datetime3) + + # Check that we throw type error on bool + with self.assertRaises(TypeError): + to_str(True) + + # Check that we throw type error on int + with self.assertRaises(TypeError): + to_str(123) + + def test_to_posix(self): + datetime1 = to_posix(self.DATETIME_CONSTANT) + datetime2 = to_posix(self.POSIX_CONSTANT) + datetime3 = to_posix(self.STR_CONSTANT) + + # Check that all timestamps are float instances + self.assertIsInstance(datetime1, float) + self.assertIsInstance(datetime2, float) + self.assertIsInstance(datetime3, float) + + # Check that all timestamps are equivalent + self.assertEqual(datetime1, datetime2) + self.assertEqual(datetime1, datetime3) + self.assertEqual(datetime2, datetime3) + + # Check that we throw type error on bool + with self.assertRaises(TypeError): + to_str(True) + + # Check that we throw type error on int + with self.assertRaises(TypeError): + to_str(123) + + def test_datetime_roundtrip(self): # datetime -> str -> datetime - new_str = datetime_to_iso8601(self.DATETIME_CONSTANT) - new_datetime = iso8601_to_datetime(new_str) + new_str = to_str(self.DATETIME_CONSTANT) + new_datetime = to_datetime(new_str) + + self.assertEqual(self.DATETIME_CONSTANT, new_datetime) + self.assertEqual(self.STR_CONSTANT, new_str) + self.assertEqual(new_datetime.tzinfo, get_timezone()) + + # datetime -> posix -> datetime + new_posix = to_posix(self.DATETIME_CONSTANT) + new_datetime = to_datetime(new_posix) self.assertEqual(self.DATETIME_CONSTANT, new_datetime) - self.assertEqual(self.ISO8601_CONSTANT, new_str) + self.assertEqual(self.POSIX_CONSTANT, new_posix) self.assertEqual(new_datetime.tzinfo, get_timezone()) + def test_str_roundtrip(self): # str -> datetime -> str - new_datetime = iso8601_to_datetime(self.ISO8601_CONSTANT) - new_str = datetime_to_iso8601(new_datetime) + new_datetime = to_datetime(self.STR_CONSTANT) + new_str = to_str(new_datetime) self.assertEqual(self.DATETIME_CONSTANT, new_datetime) - self.assertEqual(self.ISO8601_CONSTANT, new_str) + self.assertEqual(self.STR_CONSTANT, new_str) self.assertEqual(new_datetime.tzinfo, get_timezone()) - @given(st.datetimes(timezones=st.just(get_timezone()))) - def test_hypothesis_datetime_iso_roundtrip(self, new_datetime): - # datetime -> str -> datetime - new_str = datetime_to_iso8601(new_datetime) - new_datetime2 = iso8601_to_datetime(new_str) + # str -> posix -> str + new_posix = to_posix(self.STR_CONSTANT) + new_str = to_str(new_posix) - self.assertEqual(new_datetime, new_datetime2) - self.assertEqual(new_datetime2.tzinfo, get_timezone()) + self.assertEqual(self.STR_CONSTANT, new_str) + self.assertEqual(self.POSIX_CONSTANT, new_posix) - def test_datetime_posix_roundtrip(self): - # datetime -> float -> datetime - new_float = datetime_to_posix(self.DATETIME_CONSTANT) - new_datetime = posix_to_datetime(new_float) + def test_posix_roundtrip(self): + # posix -> datetime -> posix + new_datetime = to_datetime(self.POSIX_CONSTANT) + new_posix = to_posix(new_datetime) self.assertEqual(self.DATETIME_CONSTANT, new_datetime) - self.assertEqual(self.POSIX_CONSTANT, new_float) + self.assertEqual(self.POSIX_CONSTANT, new_posix) self.assertEqual(new_datetime.tzinfo, get_timezone()) - # float -> datetime -> float - new_datetime = posix_to_datetime(self.POSIX_CONSTANT) - new_float = datetime_to_posix(new_datetime) + # posix -> str -> posix + new_str = to_str(self.POSIX_CONSTANT) + new_posix = to_posix(new_str) - self.assertEqual(self.DATETIME_CONSTANT, new_datetime) - self.assertEqual(self.POSIX_CONSTANT, new_float) - self.assertEqual(new_datetime.tzinfo, get_timezone()) + self.assertEqual(self.STR_CONSTANT, new_str) + self.assertEqual(self.POSIX_CONSTANT, new_posix) + + @settings(max_examples=1000) + @given(st.datetimes(timezones=st.just(get_timezone()), min_value=datetime(year=1970, month=1, day=1))) + def test_hypothesis_datetime_str_roundtrip(self, new_datetime): + # datetime -> str -> datetime -> str + new_str = to_str(new_datetime) + new_datetime2 = to_datetime(new_str) + new_str2 = to_str(new_datetime2) - @given(st.datetimes(timezones=st.just(get_timezone())).map(lambda dt: dt.replace(microsecond=0))) + self.assertEqual(new_datetime, new_datetime2) + self.assertEqual(new_datetime2.tzinfo, get_timezone()) + self.assertEqual(new_str, new_str2) + + @settings(max_examples=1000) + @given( + st.datetimes(timezones=st.just(get_timezone()), min_value=datetime(year=1970, month=1, day=1)).map( + lambda dt: dt.replace(microsecond=0) + ) + ) def test_hypothesis_datetime_posix_roundtrip(self, new_datetime): # hypothesis exposes niche floating point precision errors # zero out microseconds to solve this # Floating point precision resulting in a mismatch of 1 microsecond is negligible - # datetime -> float -> datetime - new_float = float(datetime_to_posix(new_datetime)) - new_datetime2 = posix_to_datetime(new_float) + # datetime -> float -> datetime -> float + new_float = to_posix(new_datetime) + new_datetime2 = to_datetime(new_float) + new_float2 = to_posix(new_datetime2) self.assertEqual(new_datetime, new_datetime2) self.assertEqual(new_datetime2.tzinfo, get_timezone()) + self.assertEqual(new_float, new_float2) From da82c961dcab214cdb2970cf9353fcff678a4777 Mon Sep 17 00:00:00 2001 From: umocm Date: Thu, 19 Dec 2024 12:23:39 -0600 Subject: [PATCH 10/20] Fix whitespace --- README.md | 14 ++++++++++++-- 1 file changed, 12 insertions(+), 2 deletions(-) diff --git a/README.md b/README.md index ad58612..c813d84 100644 --- a/README.md +++ b/README.md @@ -30,11 +30,16 @@ --- ## Introduction -CoinMetrics Blurb +The Precog Subnet will serve as an arena to identify the analysts with the best strategies and information to anticipate Bitcoin price movements, and recruit them to share their insight with the broader community. By leveraging Bittensor’s subnet structure multiple perspectives can compete with the collective goal of filtering out noise in price signals. The open ecosystem creates a mechanism for people with unique knowledge to benefit themselves in exchange for sharing their specialties with the public --- ## Design Decisions -Another Blurb +The initial focus is on Bitcoin as it is the most well-established and arguably most decentralized crypto currency. Bitcoin has an abundance of high-resolution data, while still retaining enough volatility to make price prediction a valuable challenge. + +We decided to focus on high-frequency predictions (every 5 minutes) with short resolution times (every hour) because we believe this leverages the unique capabilities of Bittensor to do something that traditional derivatives markets cannot do. While options and futures allow markets to express sentiments around asset price, they are unable to do so in a continuously and with such a short settlement time. + +The incentive mechanism was specifically designed to reward precise statements of the future price level, as well as the most likely band the price will trade in. Compared to mechanisms with less precise “long” or “short” predictions, and pre-determined strike price intervals, we believe the metrics we query are closer to what traders and analysts truly want: the most likely price in the future with frequent updates. + --- ## Installation @@ -110,6 +115,11 @@ Optional but recommended. --- ## Roadmap +Our goal is to continuously improve the subnet and tune it to the goals and interests that will engage the community. We have considered additions in the form of additional asset coverage, such as extending price analysis to TAO tokens. Extensions can also mean incentive mechanisms to calculate new types of metrics such as anticipating volatility, transaction volumes, or the cost of different types of transfers. Our greatest strength is our deep and professional data library, used by many of the largest financial institutions in crypto. We expect these resources will allow the subnet scope to adapt quickly when conditions are right. + +We hope to, on one hand, leverage our existing products and coverage to make generating new insights as frictionless as possible for Miners. While on the other hand, we also hope to integrate new data streams into our catalog that only the Bittensor ecosystem can generate. Our aim is for these novel outputs to ultimately bring new participants to Bittensor from the broader crypto community, as we serve metrics and analysis that can't be obtained anywhere else. + + ## Compute Requirements TODO: update these From 5540be8555e44b15f5b74d5782197ac7ca8742c1 Mon Sep 17 00:00:00 2001 From: hscott Date: Thu, 19 Dec 2024 16:46:26 -0500 Subject: [PATCH 11/20] changed how metagraph is updated to prevent indexing into scores wrong --- precog/validators/weight_setter.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/precog/validators/weight_setter.py b/precog/validators/weight_setter.py index d252b87..f8a4aa5 100755 --- a/precog/validators/weight_setter.py +++ b/precog/validators/weight_setter.py @@ -99,10 +99,10 @@ async def resync_metagraph(self): for uid, hotkey in enumerate(self.metagraph.hotkeys): if (uid not in self.MinerHistory and uid in self.available_uids) or self.hotkeys[uid] != hotkey: bt.logging.info(f"Replacing hotkey on {uid} with {self.metagraph.hotkeys[uid]}") - self.hotkeys[uid] = hotkey - self.scores[uid] = 0 # hotkey has been replaced + self.hotkeys = self.metagraph.hotkeys self.MinerHistory[uid] = MinerHistory(uid, timezone=self.timezone) self.moving_average_scores[uid] = 0 + self.scores = list(self.moving_average_scores.values()) self.save_state() def query_miners(self): From e9d1e464394ed7d36fac220b1deb7b93da28b8ae Mon Sep 17 00:00:00 2001 From: hscott Date: Fri, 20 Dec 2024 11:55:44 -0500 Subject: [PATCH 12/20] Initial readme and makefile changes --- Makefile | 14 +++++++------- README.md | 31 +++++-------------------------- precog/miners/forward.py | 32 -------------------------------- pyproject.toml | 2 +- 4 files changed, 13 insertions(+), 66 deletions(-) delete mode 100644 precog/miners/forward.py diff --git a/Makefile b/Makefile index 721c621..84002a6 100644 --- a/Makefile +++ b/Makefile @@ -30,7 +30,7 @@ validator: --wallet.name $(coldkey) \ --wallet.hotkey $(validator_hotkey) \ --subtensor.chain_endpoint $(network) \ - --axon.port 30335 \ + --axon.port 8091 \ --netuid $(netuid) \ --logging.level $(logging_level) @@ -40,21 +40,21 @@ miner: --wallet.name $(coldkey) \ --wallet.hotkey $(miner_hotkey) \ --subtensor.chain_endpoint $(network) \ - --axon.port 30336 \ + --axon.port 8092 \ --netuid $(netuid) \ --logging.level $(logging_level) \ --timeout 16 \ --vpermit_tao_limit 2 \ - --forward_function forward + --forward_function base_miner -miner2: +custom_miner: python start_miner.py \ - --neuron.name miner2 \ + --neuron.name custom_miner \ --wallet.name $(coldkey) \ --wallet.hotkey miner2 \ --subtensor.chain_endpoint $(network) \ - --axon.port 30337 \ + --axon.port 8093 \ --netuid $(netuid) \ --logging.level $(logging_level) \ --timeout 16 \ - --forward_function forward_bad + --forward_function custom_function diff --git a/README.md b/README.md index c813d84..bf36923 100644 --- a/README.md +++ b/README.md @@ -1,5 +1,4 @@
- # **CoinMetrics Precog Subnet** @@ -76,13 +75,12 @@ poetry install --- ## Subnet Participation -heres how you do stuff ### Makefile Start by editing the Makefile with you wallet and network information. ### Running a Miner -TODO: write this \ + Base miner: 1. Run the command: ``` @@ -91,12 +89,13 @@ Base miner: Custom miner: 1. Write a custom forward function stored in precog/miners/your_function.py + - The miner file searches the file (--forward_function ) for a function called "forward" - This function should handle how the miner responds to requests from the validator - - Within the function, synapse.predictions and synapse.interval should be set. - - See [forward.py](https://github.com/coinmetrics/precog/blob/master/precog/miners/forward.py) for an example + - Within forward, synapse.predictions and synapse.interval should be set. + - See [base_miner.py](https://github.com/coinmetrics/precog/blob/master/precog/miners/base_miner.py) for an example 2. Add a command to Makefile. - copy the miner command and rename it (e.g. miner_custom) in Makefile - - replace the --forward_function argument with your_function + - replace the --forward_function base_miner with --forward_function your_function 3. Run the Command: ``` make miner_custom @@ -128,23 +127,3 @@ TODO: update these | 8gb RAM | 8gb RAM | | 2 vCPUs | 2 vCPUs | -## License -This repository is licensed under the MIT License. -```text -# The MIT License (MIT) -# Copyright © 2024 CoinMetrics LLC - -# Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated -# documentation files (the “Software”), to deal in the Software without restriction, including without limitation -# the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, -# and to permit persons to whom the Software is furnished to do so, subject to the following conditions: - -# The above copyright notice and this permission notice shall be included in all copies or substantial portions of -# the Software. - -# THE SOFTWARE IS PROVIDED “AS IS”, WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO -# THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL -# THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION -# OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER -# DEALINGS IN THE SOFTWARE. -``` diff --git a/precog/miners/forward.py b/precog/miners/forward.py deleted file mode 100644 index 6bb84a7..0000000 --- a/precog/miners/forward.py +++ /dev/null @@ -1,32 +0,0 @@ -import random - -import bittensor as bt - -from precog.protocol import Challenge - - -def forward(synapse: Challenge) -> Challenge: - """ - Optimized forward function for low latency and caching. - """ - bt.logging.info( - f"👈 Received prediction request from: {synapse.dendrite.hotkey} for timestamp: {synapse.timestamp}" - ) - good_intervals = [ - [1, 12], - [2, 12], - [3, 12], - [4, 12], - [5, 12], - [6, 12], - [7, 12], - [8, 12], - [9, 12], - [10, 12], - [11, 12], - [11.5, 12.5], - ] - synapse.prediction = [6] - synapse.interval = random.choice(good_intervals) - - return synapse diff --git a/pyproject.toml b/pyproject.toml index 6b61f8c..7c924be 100755 --- a/pyproject.toml +++ b/pyproject.toml @@ -2,7 +2,7 @@ name = "precog" version = "0.1.0" description = "Bitcoin Price Prediction Subnet" -authors = ["Coinmetrics", "Yuma"] +authors = ["Coin Metrics", "Yuma Group"] readme = "README.md" From 92a527bc84a510728119bf977a5b0a5b07f0b78b Mon Sep 17 00:00:00 2001 From: hscott Date: Fri, 20 Dec 2024 12:03:30 -0500 Subject: [PATCH 13/20] moved compute --- README.md | 26 +++++++++++++++++--------- 1 file changed, 17 insertions(+), 9 deletions(-) diff --git a/README.md b/README.md index bf36923..5effe5e 100644 --- a/README.md +++ b/README.md @@ -39,6 +39,13 @@ We decided to focus on high-frequency predictions (every 5 minutes) with short r The incentive mechanism was specifically designed to reward precise statements of the future price level, as well as the most likely band the price will trade in. Compared to mechanisms with less precise “long” or “short” predictions, and pre-determined strike price intervals, we believe the metrics we query are closer to what traders and analysts truly want: the most likely price in the future with frequent updates. +--- +## Compute Requirements + +| Validator | Miner | +|---------- |-----------| +| 8gb RAM | 8gb RAM | +| 2 vCPUs | 2 vCPUs | --- ## Installation @@ -74,13 +81,16 @@ poetry install ``` --- -## Subnet Participation +## Configuration ### Makefile Start by editing the Makefile with you wallet and network information. -### Running a Miner +--- +## Deployment + +### Running a Miner Base miner: 1. Run the command: ``` @@ -89,7 +99,7 @@ Base miner: Custom miner: 1. Write a custom forward function stored in precog/miners/your_function.py - - The miner file searches the file (--forward_function ) for a function called "forward" + - The miner file searches the file (--forward_function filename) for a function called "forward" - This function should handle how the miner responds to requests from the validator - Within forward, synapse.predictions and synapse.interval should be set. - See [base_miner.py](https://github.com/coinmetrics/precog/blob/master/precog/miners/base_miner.py) for an example @@ -111,6 +121,10 @@ make validator ## About the Rewards Mechanism Optional but recommended. + + + + --- ## Roadmap @@ -119,11 +133,5 @@ Our goal is to continuously improve the subnet and tune it to the goals and inte We hope to, on one hand, leverage our existing products and coverage to make generating new insights as frictionless as possible for Miners. While on the other hand, we also hope to integrate new data streams into our catalog that only the Bittensor ecosystem can generate. Our aim is for these novel outputs to ultimately bring new participants to Bittensor from the broader crypto community, as we serve metrics and analysis that can't be obtained anywhere else. -## Compute Requirements -TODO: update these -| Validator | Miner | -|---------- |-----------| -| 8gb RAM | 8gb RAM | -| 2 vCPUs | 2 vCPUs | From 1efa51c295357c98704006becb6b1612a8f7f7db Mon Sep 17 00:00:00 2001 From: hscott Date: Fri, 20 Dec 2024 12:04:22 -0500 Subject: [PATCH 14/20] clarified instructions --- README.md | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/README.md b/README.md index 5effe5e..56d58db 100644 --- a/README.md +++ b/README.md @@ -98,8 +98,8 @@ Base miner: ``` Custom miner: -1. Write a custom forward function stored in precog/miners/your_function.py - - The miner file searches the file (--forward_function filename) for a function called "forward" +1. Write a custom forward function stored in precog/miners/your_file.py + - The miner file searches the file (--forward_function your_file) for a function called "forward" - This function should handle how the miner responds to requests from the validator - Within forward, synapse.predictions and synapse.interval should be set. - See [base_miner.py](https://github.com/coinmetrics/precog/blob/master/precog/miners/base_miner.py) for an example From cf3ece7e80504c47792d525274151e3d6311ab8c Mon Sep 17 00:00:00 2001 From: hscott Date: Fri, 20 Dec 2024 12:11:24 -0500 Subject: [PATCH 15/20] clarified instructions --- Makefile | 25 +++++++++++++++++-------- README.md | 33 +++++++++++++++------------------ 2 files changed, 32 insertions(+), 26 deletions(-) diff --git a/Makefile b/Makefile index 84002a6..5d4b718 100644 --- a/Makefile +++ b/Makefile @@ -1,19 +1,28 @@ -## Network Parameters ## +################################################################################ +# User Parameters # +################################################################################ +coldkey = default +validator_hotkey = validator +miner_hotkey = miner +netuid = $(testnet_netuid) +network = $(testnet) + + +################################################################################ +# Network Parameters # +################################################################################ finney = wss://entrypoint-finney.opentensor.ai:443 testnet = wss://test.finney.opentensor.ai:443 locanet = ws://127.0.0.1:9944 testnet_netuid = 256 localnet_netuid = 1 -logging_level = trace # options= ['info', 'debug', 'trace'] +logging_level = info # options= ['info', 'debug', 'trace'] -netuid = $(testnet_netuid) -network = $(testnet) -## User Parameters -coldkey = default -validator_hotkey = validator -miner_hotkey = miner +################################################################################ +# Commands # +################################################################################ metagraph: btcli subnet metagraph --netuid $(netuid) --subtensor.chain_endpoint $(network) diff --git a/README.md b/README.md index 56d58db..a1ebfc0 100644 --- a/README.md +++ b/README.md @@ -12,19 +12,6 @@
---- - -- [Introduction](#introduction) -- [Design Decisions](#design-decisions) -- [Installation](#installation) -- [Subnet Participation](#subnet-participation) - - [Makefile](#makefile) - - [Running a Miner](#running-a-miner) - - [Running a Validator](#running-a-validator) -- [About the Rewards Mechanism](#about-the-rewards-mechanism) -- [Roadmap](#roadmap) -- [Compute Requirements](#compute-requirements) -- [License](#license) --- ## Introduction @@ -84,7 +71,17 @@ poetry install ## Configuration ### Makefile -Start by editing the Makefile with you wallet and network information. +Start by editing the Makefile with you wallet and network information: +``` +################################################################################ +# User Parameters # +################################################################################ +coldkey = default +validator_hotkey = validator +miner_hotkey = miner +netuid = $(testnet_netuid) +network = $(testnet) +``` --- @@ -98,14 +95,14 @@ Base miner: ``` Custom miner: -1. Write a custom forward function stored in precog/miners/your_file.py - - The miner file searches the file (--forward_function your_file) for a function called "forward" +1. Write a custom forward function stored in `precog/miners/your_file.py` + - `miner.py` searches for a function called `forward` contained within your provided file `--forward_function your_file` - This function should handle how the miner responds to requests from the validator - - Within forward, synapse.predictions and synapse.interval should be set. + - Within the forward function, `synapse.predictions` and `synapse.interval` should be set. - See [base_miner.py](https://github.com/coinmetrics/precog/blob/master/precog/miners/base_miner.py) for an example 2. Add a command to Makefile. - copy the miner command and rename it (e.g. miner_custom) in Makefile - - replace the --forward_function base_miner with --forward_function your_function + - replace the `--forward_function base_miner` with `--forward_function your_file` 3. Run the Command: ``` make miner_custom From f8f09d6c19150cfe88fca4fc798ec478a64163c4 Mon Sep 17 00:00:00 2001 From: hscott Date: Fri, 20 Dec 2024 12:42:38 -0500 Subject: [PATCH 16/20] removed old reference from wandb --- README.md | 6 +++--- docs/images/precog-logo.svg | 2 -- precog/utils/wandb.py | 2 +- 3 files changed, 4 insertions(+), 6 deletions(-) delete mode 100644 docs/images/precog-logo.svg diff --git a/README.md b/README.md index a1ebfc0..e530619 100644 --- a/README.md +++ b/README.md @@ -6,7 +6,7 @@ | :-: | :-: | | **Status** |

| | **Activity** |

| -| **Compatibility** |
| +| **Compatibility** |
| | **Social** | | @@ -83,6 +83,8 @@ netuid = $(testnet_netuid) network = $(testnet) ``` +### Wandb +Wandb integration is planned for mainnet launch and does not currently work. --- ## Deployment @@ -120,8 +122,6 @@ Optional but recommended. - - --- ## Roadmap diff --git a/docs/images/precog-logo.svg b/docs/images/precog-logo.svg deleted file mode 100644 index 2ccda56..0000000 --- a/docs/images/precog-logo.svg +++ /dev/null @@ -1,2 +0,0 @@ - -[चित्र यहाँ[Insert Imageशामिल करें]Here] diff --git a/precog/utils/wandb.py b/precog/utils/wandb.py index 2bca748..c9f5a8e 100644 --- a/precog/utils/wandb.py +++ b/precog/utils/wandb.py @@ -8,7 +8,7 @@ def setup_wandb(self) -> None: if wandb_api_key is not None: wandb.init( project=f"sn{self.config.netuid}-validators", - entity="foundryservices", + entity="", config={ "hotkey": self.wallet.hotkey.ss58_address, }, From 27b53223f1224ba5cc90a08ba21066911a311dae Mon Sep 17 00:00:00 2001 From: hscott Date: Fri, 20 Dec 2024 12:43:52 -0500 Subject: [PATCH 17/20] removed commented out code --- precog/utils/cm_data.py | 66 ----------------------------------------- 1 file changed, 66 deletions(-) diff --git a/precog/utils/cm_data.py b/precog/utils/cm_data.py index da239ba..3f535c7 100644 --- a/precog/utils/cm_data.py +++ b/precog/utils/cm_data.py @@ -167,69 +167,3 @@ def get_market_funding_rates(self, markets: list, page_size: int = 10000, **kwar market_funding_rates = self.client.get_market_funding_rates(markets, page_size=page_size, **kwargs) return market_funding_rates.to_dataframe() - # def get_time_reference_rate(self): - # """Retrieves reference rates for the 'btc' asset from the CoinMetrics API. - - # Returns: - # - api_time (float): The time taken to make the API call in seconds. - # - df_time (float): The time taken to create the DataFrame from the API response in seconds. - # - total_time (float): The total time taken for the API call and DataFrame creation in seconds. - # - num_points (int): The number of data points in the DataFrame. - # """ - # api_start_time = time.time() - # reference_rates = self.client.get_asset_metrics( - # assets="btc", metrics="ReferenceRateUSD", frequency="1s", page_size=10000 - # ) - - # api_end_time = time.time() - # api_time = api_end_time - api_start_time - - # df_start_time = time.time() - # # df = reference_rates.export_to_csv() - # # df = reference_rates.export_to_json() - # df = reference_rates.to_dataframe() - # print(df) - # df_end_time = time.time() - # df_time = df_end_time - df_start_time - - # total_time = api_time + df_time - # return api_time, df_time, total_time, len(df) - - # def dump(self): - # """Runs the 'time_reference_rate_api' method multiple times and calculates the average times. - - # Prints the API call time, DataFrame creation time, total time, and number of data points for each run. - # Prints the average times for the API call, DataFrame creation, total time, and number of data points. - # """ - # # Number of times to run the API call - # num_runs = 5 - - # # Lists to store times - # api_times = [] - # df_times = [] - # total_times = [] - # data_points = [] - - # for i in range(num_runs): - # print(f"\nRun {i+1}/{num_runs}") - # api_time, df_time, total_time, num_points = self.time_reference_rate_api() - # api_times.append(api_time) - # df_times.append(df_time) - # total_times.append(total_time) - # data_points.append(num_points) - # print(f"API call time: {api_time:.2f} seconds") - # print(f"DataFrame creation time: {df_time:.2f} seconds") - # print(f"Total time: {total_time:.2f} seconds") - # print(f"Number of data points: {num_points}") - - # # Calculate averages - # avg_api_time = statistics.mean(api_times) - # avg_df_time = statistics.mean(df_times) - # avg_total_time = statistics.mean(total_times) - # avg_data_points = statistics.mean(data_points) - - # print("\nAverage times:") - # print(f"API call: {avg_api_time:.2f} seconds") - # print(f"DataFrame creation: {avg_df_time:.2f} seconds") - # print(f"Total: {avg_total_time:.2f} seconds") - # print(f"Average number of data points: {avg_data_points:.0f}") From 30b172ac8a208dcc04a060ef23e2f0ab36ca46b3 Mon Sep 17 00:00:00 2001 From: hscott Date: Fri, 20 Dec 2024 12:44:56 -0500 Subject: [PATCH 18/20] removed commented out code --- README.md | 4 ---- precog/utils/cm_data.py | 1 - 2 files changed, 5 deletions(-) diff --git a/README.md b/README.md index e530619..648dc3c 100644 --- a/README.md +++ b/README.md @@ -128,7 +128,3 @@ Optional but recommended. Our goal is to continuously improve the subnet and tune it to the goals and interests that will engage the community. We have considered additions in the form of additional asset coverage, such as extending price analysis to TAO tokens. Extensions can also mean incentive mechanisms to calculate new types of metrics such as anticipating volatility, transaction volumes, or the cost of different types of transfers. Our greatest strength is our deep and professional data library, used by many of the largest financial institutions in crypto. We expect these resources will allow the subnet scope to adapt quickly when conditions are right. We hope to, on one hand, leverage our existing products and coverage to make generating new insights as frictionless as possible for Miners. While on the other hand, we also hope to integrate new data streams into our catalog that only the Bittensor ecosystem can generate. Our aim is for these novel outputs to ultimately bring new participants to Bittensor from the broader crypto community, as we serve metrics and analysis that can't be obtained anywhere else. - - - - diff --git a/precog/utils/cm_data.py b/precog/utils/cm_data.py index 3f535c7..7400a9d 100644 --- a/precog/utils/cm_data.py +++ b/precog/utils/cm_data.py @@ -166,4 +166,3 @@ def get_market_funding_rates(self, markets: list, page_size: int = 10000, **kwar market_funding_rates = self.client.get_market_funding_rates(markets, page_size=page_size, **kwargs) return market_funding_rates.to_dataframe() - From 6507b3b09d14d16b813bae66bb8a44e4402c431c Mon Sep 17 00:00:00 2001 From: hscott Date: Fri, 20 Dec 2024 14:17:04 -0500 Subject: [PATCH 19/20] updated incentive mechanism section of readme --- README.md | 10 ++++++++-- 1 file changed, 8 insertions(+), 2 deletions(-) diff --git a/README.md b/README.md index 648dc3c..044997b 100644 --- a/README.md +++ b/README.md @@ -117,8 +117,14 @@ make validator ``` -## About the Rewards Mechanism -Optional but recommended. +## Incentive Mechanism +Incentive mechanism whitepaper coming soon. + +Briefly, miners are rewarded based on two factors: +1. A point estimate for the price of BTC in USD one hour from prediction time +2. An interval estimate (the minimum and maximum price of BTC over the next hour based on a 1s frequency) + +For more information, feel free to investigate [reward.py](https://github.com/coinmetrics/precog/blob/master/precog/validators/reward.py) or [base_miner.py](https://github.com/coinmetrics/precog/blob/master/precog/miners/base_miner.py) From e372b299e75036c9b53b86051febada5cbfb447b Mon Sep 17 00:00:00 2001 From: Matthew Trudeau Date: Fri, 20 Dec 2024 14:25:02 -0500 Subject: [PATCH 20/20] Increment version to v0.2.0 --- docs/Release Notes.md | 7 +++++++ pyproject.toml | 2 +- tests/test_package.py | 2 +- 3 files changed, 9 insertions(+), 2 deletions(-) diff --git a/docs/Release Notes.md b/docs/Release Notes.md index fc62a1f..ab150c4 100644 --- a/docs/Release Notes.md +++ b/docs/Release Notes.md @@ -1,6 +1,13 @@ Release Notes ============= +0.2.0 +----- +Released on December 20th 2024 +- Finalized README instructions +- Cleaned and documented code base + + 0.1.0 ----- Released on December 10th 2024 diff --git a/pyproject.toml b/pyproject.toml index 7c924be..defeef6 100755 --- a/pyproject.toml +++ b/pyproject.toml @@ -1,6 +1,6 @@ [tool.poetry] name = "precog" -version = "0.1.0" +version = "0.2.0" description = "Bitcoin Price Prediction Subnet" authors = ["Coin Metrics", "Yuma Group"] readme = "README.md" diff --git a/tests/test_package.py b/tests/test_package.py index 02b7e72..a069908 100644 --- a/tests/test_package.py +++ b/tests/test_package.py @@ -16,4 +16,4 @@ def setUp(self): def test_package_version(self): # Check that version is as expected # Must update to increment package version successfully - self.assertEqual(__version__, "0.1.0") + self.assertEqual(__version__, "0.2.0")