152/main.py
2024-12-05 06:39:43 +00:00

113 lines
3.6 KiB
Python

#!/usr/bin/env python
# coding: utf-8
# In[ ]:
from datetime import datetime, timedelta
import pandas as pd
from tms_data_interface import SQLQueryInterface
query = """
WITH time_windows AS (
SELECT
-- End time is the current trade time
date_time AS end_time,
-- Subtract seconds from the end_time using date_add() with negative integer interval
date_add('second', -{time_window_s}, date_time) AS start_time,
-- Trade details
trade_price,
trade_volume,
trader_id,
-- Calculate minimum price within the time window
MIN(trade_price) OVER (
ORDER BY date_time
RANGE BETWEEN INTERVAL '{time_window_s}' SECOND PRECEDING AND CURRENT ROW
) AS min_price,
-- Calculate maximum price within the time window
MAX(trade_price) OVER (
ORDER BY date_time
RANGE BETWEEN INTERVAL '{time_window_s}' SECOND PRECEDING AND CURRENT ROW
) AS max_price,
-- Calculate total trade volume within the time window
SUM(trade_volume) OVER (
ORDER BY date_time
RANGE BETWEEN INTERVAL '{time_window_s}' SECOND PRECEDING AND CURRENT ROW
) AS total_volume,
-- Calculate participant's trade volume within the time window
SUM(CASE WHEN trader_id = trader_id THEN trade_volume ELSE 0 END) OVER (
PARTITION BY trader_id
ORDER BY date_time
RANGE BETWEEN INTERVAL '{time_window_s}' SECOND PRECEDING AND CURRENT ROW
) AS participant_volume
FROM
{trade_data_1b}
)
SELECT
-- Select the time window details
start_time,
end_time,
-- Select the participant (trader) ID
trader_id AS "Participant",
-- Select the calculated min and max prices
min_price,
max_price,
-- Calculate the price change percentage
(max_price - min_price) / NULLIF(min_price, 0) * 100 AS "Price Change (%)",
-- Calculate the participant's volume as a percentage of total volume
(participant_volume / NULLIF(total_volume, 0)) * 100 AS "Volume (%)",
-- Participant volume
participant_volume,
-- Select the total volume within the window
total_volume AS "Total Volume"
FROM
time_windows
"""
from tms_data_interface import SQLQueryInterface
class Scenario:
seq = SQLQueryInterface(schema="trade_schema")
def logic(self, **kwargs):
validation_window = kwargs.get('validation_window', 300000)
time_window_s = int(validation_window/1000)
query_start_time = datetime.now()
print("Query start time :",query_start_time)
row_list = self.seq.execute_raw(query.format(trade_data_1b="trade_10m_v3",
time_window_s = time_window_s)
)
cols = [
'START_DATE_TIME',
'END_DATE_TIME',
'Focal_id',
'MIN_PRICE',
'MAX_PRICE',
'PRICE_CHANGE_PCT',
'PARTICIPANT_VOLUME_PCT',
'PARTICIPANT_VOLUME',
'TOTAL_VOLUME',
]
final_scenario_df = pd.DataFrame(row_list, columns = cols)
final_scenario_df['PARTICIPANT_VOLUME_PCT'] = final_scenario_df['PARTICIPANT_VOLUME']/\
final_scenario_df['TOTAL_VOLUME'] * 100
final_scenario_df['Segment'] = 'Default'
final_scenario_df['SAR_FLAG'] = 'N'
final_scenario_df['Risk'] = 'Medium Risk'
final_scenario_df.dropna(inplace=True)
# final_scenario_df['RUN_DATE'] = final_scenario_df['END_DATE']
return final_scenario_df