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[WIP] Code run time improvements for funding and caps scripts #29

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[WIP] Code run time improvements for funding and caps scripts #29

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deepsp94
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Two ideas to improve efficiency (both of which will be implemented):

  1. Run tasks parallel-ly
  2. Use numpy N dimensional arrays (cc: @mikeyrf)

realisation and others added 30 commits July 5, 2021 16:50
univ3 efficiently pulling historic observations
194062a
wip
0e21301
wip
b9791c9
parralelized querying
d125982
added more uni v3 quotes
8ba12fe
writing univ3 to influx
e791466
parallelizing parallelizations for all uni quotes
5cda100
writing univ3 to influx correctly
b495a71
add univ3 quotes
66e0eb2
script for pulling historic observation structs and script for pullin…
483b667 
…g historic tick cumulatives
pulling cumulatives from uni pool
deb9b12
corrected time_from in univ3 historic observations
b5a81cf
really corrected time_from, spreading the new observation arrays from…
17edce0 
… the newest to the oldest
corrected observation block number for liq/tick
c344dac
added output dir for historic obs
db85f56
merged main in
35c2bb0
cleanup!
dbeb354
@mikeyrf
univ3 efficiently pulling historic observations
9f92ae7
@mikeyrf
add uni influx script
bf4b96e
@mikeyrf
wip
01387f9
@mikeyrf
parralelized querying
1940556
@mikeyrf
added more uni v3 quotes
be0c9f4
@mikeyrf
uni v3 twap calc
13ea080
@mikeyrf
parallelizing parallelizations for all uni quotes
0b6f1e8
@mikeyrf
writing univ3 to influx correctly
caee3df
@mikeyrf
add univ3 quotes
1a3cc04
@mikeyrf
script for pulling historic observation structs and script for pullin…
aaa9f95 
…g historic tick cumulatives
@mikeyrf
pulling cumulatives from uni pool
0ef6cc9
@mikeyrf
corrected time_from in univ3 historic observations
8f64ee6
@mikeyrf
really corrected time_from, spreading the new observation arrays from…
9fe0251 
… the newest to the oldest
deepsp94 and others added 29 commits November 10, 2021 16:00
@deepsp94
removed prints to improve speed
22b5a43
@deepsp94
bug fix: uncomment reqd line
e2af3c7
@deepsp94
influx metrics test
ac4cc2f
@deepsp94
comparing metrics values - incomplete code
e7657e2
@deepsp94
pull data from May
e666883
@deepsp94
pull up till 3rd august
da19368
@deepsp94
90d lookback period
7a7f891
@deepsp94
testing price cumulatives
1fcaf13
@deepsp94
price cumulatives test done
0818668
@deepsp94
mock data
dbbbe3e
@deepsp94
clean up: removed script for backfilling data
80ea1d1
@deepsp94
Merge branch 'main' into univ3-deep
c11c3c4
@deepsp94
empty commit for heroku
b991d02
@deepsp94
package eth-account 0.5.4
e8dac0d
@deepsp94
changed eth-account version to 0.5.5
fd5e32a
@deepsp94
removed black from requirements to avoid conflicts
ec33e6c
@deepsp94
checking with old python buildpack on heroku
3168d39
@deepsp94
read distribution parameters from influx
9f5fec4
@deepsp94
write to influx
bee2e99
@deepsp94
updated requirements to match with brownie version
aaed444
@deepsp94
Updated brownie to 1.17.2
7d3f96d 
Updated brownie so dependencies such as typed-ast and black run on updated versions. Trying to resolve GH actions error as per : https://stackoverflow.com/questions/69912264/python-3-9-8-fails-using-black-and-importing-typed-ast-ast3
@deepsp94
flake8
43531c9
@deepsp94
Tests for influx_sushi.py and influx_metrics_univ3.py
d9f5988
@deepsp94
flake8
42b0fa2
@deepsp94
Merge branch 'univ3-deep' into efficiency_imp
47e977e
@deepsp94
delete outdated script
4e57ba1
@deepsp94
Bug fix. Using qtile calculated in calc_vars()
05e5e1e
@deepsp94
calculating TWAP in one go for more efficiency
7fe2ccc
@deepsp94
Merge branch 'univ3-deep' into efficiency_imp
cdea834
@deepsp94 deepsp94 linked an issue Jan 24, 2022 that may be closed by this pull request
Efficiency improvements to calculate risk params #32
Open
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Efficiency improvements to calculate risk params
2 participants
@deepsp94 @mikeyrf