Skip to content

Commit

Permalink
Merge #1346: Fix quantiles() compatibility issue
Browse files Browse the repository at this point in the history
70aff64 Fix quantiles() compatibility issue (PulpCattel)
  • Loading branch information
AdamISZ committed Sep 11, 2022
2 parents 0f702fa + 70aff64 commit fea33cb
Show file tree
Hide file tree
Showing 2 changed files with 59 additions and 4 deletions.
24 changes: 21 additions & 3 deletions jmclient/jmclient/bond_calc.py
Original file line number Diff line number Diff line change
Expand Up @@ -3,12 +3,30 @@
"""
from bisect import bisect_left
from datetime import datetime
from statistics import quantiles
from typing import Optional, Dict, Any, Mapping, Tuple, List
from typing import Optional, Dict, Any, Mapping, Tuple, List, Sequence

from jmclient import FidelityBondMixin, jm_single, get_interest_rate


def get_percentiles(data: Sequence[Any]) -> List[Any]:
"""
Custom implementation of statistics.quantiles from Python standard library.
Equivalent to quantiles(data, n=100, method="inclusive")
Used to preserve compatibility with old Python versions.
"""
n = len(data)
if n < 2:
raise ValueError("Not enough data, at least two data points required")
data = sorted(data)
m = n - 1
result = []
for i in range(1, 100):
j, delta = divmod(i * m, 100)
interpolated = (data[j] * (100 - delta) + data[j + 1] * delta) / 100
result.append(interpolated)
return result


def get_next_locktime(dt: datetime) -> datetime:
"""
Return the next valid fidelity bond locktime.
Expand Down Expand Up @@ -55,7 +73,7 @@ def get_bond_values(amount: int,
if orderbook:
bond_values = [fb["bond_value"] for fb in orderbook["fidelitybonds"]]
bonds_sum = sum(bond_values)
percentiles = quantiles(bond_values, n=100, method="inclusive")
percentiles = get_percentiles(bond_values)

parameters = {
"amount": amount,
Expand Down
39 changes: 38 additions & 1 deletion jmclient/test/test_bond_calc.py
Original file line number Diff line number Diff line change
Expand Up @@ -2,7 +2,7 @@

import pytest
from jmclient import jm_single, load_test_config, FidelityBondMixin
from jmclient.bond_calc import get_next_locktime, get_bond_values
from jmclient.bond_calc import get_next_locktime, get_bond_values, get_percentiles


@pytest.mark.parametrize(('date', 'next_locktime'),
Expand All @@ -13,6 +13,43 @@ def test_get_next_locktime(date: datetime, next_locktime: datetime) -> None:
assert get_next_locktime(date) == next_locktime


@pytest.mark.parametrize(("data", "percentiles"),
(([1, 2],
[1.01, 1.02, 1.03, 1.04, 1.05, 1.06, 1.07, 1.08, 1.09, 1.1, 1.11, 1.12, 1.13, 1.14, 1.15,
1.16, 1.17, 1.18, 1.19, 1.2, 1.21, 1.22, 1.23, 1.24, 1.25, 1.26, 1.27, 1.28, 1.29, 1.3, 1.31,
1.32, 1.33, 1.34, 1.35, 1.36, 1.37, 1.38, 1.39, 1.4, 1.41, 1.42, 1.43, 1.44, 1.45, 1.46,
1.47, 1.48, 1.49, 1.5, 1.51, 1.52, 1.53, 1.54, 1.55, 1.56, 1.57, 1.58, 1.59, 1.6, 1.61, 1.62,
1.63, 1.64, 1.65, 1.66, 1.67, 1.68, 1.69, 1.7, 1.71, 1.72, 1.73, 1.74, 1.75, 1.76, 1.77,
1.78, 1.79, 1.8, 1.81, 1.82, 1.83, 1.84, 1.85, 1.86, 1.87, 1.88, 1.89, 1.9, 1.91, 1.92, 1.93,
1.94, 1.95, 1.96, 1.97, 1.98, 1.99]),
([1, 2, 10, 100],
[1.03, 1.06, 1.09, 1.12, 1.15, 1.18, 1.21, 1.24, 1.27, 1.3, 1.33, 1.36, 1.39, 1.42, 1.45,
1.48, 1.51, 1.54, 1.57, 1.6, 1.63, 1.66, 1.69, 1.72, 1.75, 1.78, 1.81, 1.84, 1.87, 1.9, 1.93,
1.96, 1.99, 2.16, 2.4, 2.64, 2.88, 3.12, 3.36, 3.6, 3.84, 4.08, 4.32, 4.56, 4.8, 5.04, 5.28,
5.52, 5.76, 6.0, 6.24, 6.48, 6.72, 6.96, 7.2, 7.44, 7.68, 7.92, 8.16, 8.4, 8.64, 8.88, 9.12,
9.36, 9.6, 9.84, 10.9, 13.6, 16.3, 19.0, 21.7, 24.4, 27.1, 29.8, 32.5, 35.2, 37.9, 40.6,
43.3, 46.0, 48.7, 51.4, 54.1, 56.8, 59.5, 62.2, 64.9, 67.6, 70.3, 73.0, 75.7, 78.4, 81.1,
83.8, 86.5, 89.2, 91.9, 94.6, 97.3]),
((0.1, 0.2, 1.1, 2.3, 4.7),
[0.10400000000000002, 0.10800000000000001, 0.11200000000000002, 0.11600000000000002, 0.12,
0.12400000000000003, 0.128, 0.132, 0.136, 0.14, 0.14400000000000002, 0.14800000000000002,
0.15200000000000002, 0.15600000000000003, 0.16, 0.16400000000000003, 0.168, 0.172,
0.17600000000000002, 0.18, 0.18400000000000002, 0.188, 0.19200000000000003, 0.196, 0.2,
0.23600000000000002, 0.272, 0.30800000000000005, 0.3440000000000001, 0.38,
0.41600000000000004, 0.452, 0.48800000000000004, 0.524, 0.56, 0.5960000000000001, 0.632,
0.6680000000000001, 0.7040000000000001, 0.74, 0.7760000000000001, 0.8120000000000002, 0.848,
0.884, 0.92, 0.9560000000000001, 0.9920000000000002, 1.028, 1.064, 1.1, 1.1480000000000001,
1.196, 1.244, 1.2919999999999998, 1.34, 1.3880000000000001, 1.436, 1.484, 1.5319999999999998,
1.58, 1.6280000000000001, 1.676, 1.724, 1.7719999999999998, 1.82, 1.8679999999999999,
1.9159999999999997, 1.964, 2.012, 2.06, 2.1079999999999997, 2.1559999999999997, 2.204, 2.252,
2.3, 2.396, 2.492, 2.5879999999999996, 2.6839999999999997, 2.78, 2.8760000000000003, 2.972,
3.0679999999999996, 3.1639999999999997, 3.26, 3.3560000000000003, 3.4520000000000004, 3.548,
3.6439999999999997, 3.74, 3.8360000000000003, 3.9320000000000004, 4.0280000000000005, 4.124,
4.22, 4.316, 4.412000000000001, 4.508, 4.604])))
def test_get_percentiles(data, percentiles):
assert get_percentiles(data) == percentiles


def test_get_bond_values() -> None:
load_test_config()
# 1 BTC
Expand Down

0 comments on commit fea33cb

Please sign in to comment.