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Fix quantiles() compatibility issue #1346

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Sep 11, 2022
Merged

Fix quantiles() compatibility issue #1346

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24 changes: 21 additions & 3 deletions jmclient/jmclient/bond_calc.py
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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,
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39 changes: 38 additions & 1 deletion jmclient/test/test_bond_calc.py
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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