0xPlaygrounds / 0xPlaygrounds/subgrounds

Timeseries Support

Open
#7 0 comments 0 reactions 0 assignees View on GitHub
enhancement
Dominant language
Python
Stars
73
Forks
12
PR merge metrics
No merged PRs in 30d

Description

**Is your feature request related to a problem? Please describe.**
## Description
Given a subgrounds fieldpath(s) representing a list of entities, then it should be possible to wrap those fieldpaths in a timeseries which would normalize the data according to time key, interval, aggregation method and interpolation method.

Supported intervals (to start):

* hourly
* daily
* weekly
* monthly

Supported aggregation methods:

* mean
* sum
* first
* last
* median
* min
* max
* count

Supported interpolation methods:

* backward fill (use next value to fill in missing value)
* forward fill (use previous value to fill in missing value)

**Describe the solution you'd like**
```python
sg = Subgrounds()
uniswapV2 = sg.load_subgraph("https://api.thegraph.com/subgraphs/name/uniswap/uniswap-v2")

Swap.price0 = abs(Swap.amount1In - Swap.amount1Out) / abs(Swap.amount0In - Swap.amount0Out)
Swap.price1 = abs(Swap.amount0In - Swap.amount0Out) / abs(Swap.amount1In - Swap.amount1Out)

swaps = uniswapV2.Query.swaps(
orderBy=Swap.timestamp,
orderDirection='desc',
first=500,
)

price0_hourly_close = Timeseries(
x=swaps.timestamp,
y=swaps.price0,
interval='hour',
aggregation='last',
interpolation='ffill'
)
```

*Originally from: cvauclair*

Contributor guide

Open the contributing guide

Research direction

The issue proposes a new Timeseries class to wrap Subgrounds fieldpaths. Start by examining the existing Subgrounds codebase to understand how fieldpaths and data fetching work. Look for existing data transformation or normalization modules. The implementation will require designing the Timeseries class, handling time intervals, aggregation methods, and interpolation. Check if there are similar data processing patterns in the code. 'Done' means the Timeseries class works as shown in the example, producing normalized time series data from GraphQL queries.

Written by the indexing model from the issue text.

Assessment

Tech stack
graphql, pandas, python
Domain
backend-api-design, data, data-engineering
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
25/100

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