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Calculate correct graph probabilites

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This commit is contained in:
James Grugett 2022-03-15 14:39:24 -05:00
parent 7e7b08dc94
commit 36be5045ff
1 changed files with 63 additions and 37 deletions
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100
web/components/answers/answers-graph.tsx
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@ -11,10 +11,14 @@ import { useWindowSize } from '../../hooks/use-window-size'
export function AnswersGraph(props: { contract: Contract; bets: Bet[] }) {
const { contract } = props
const { resolutionTime, closeTime, answers } = contract
const { resolutionTime, closeTime, answers, totalShares } = contract
const bets = (useBets(contract.id) ?? props.bets).filter((bet) => !bet.sale)
const betsByOutcome = _.groupBy(bets, (bet) => bet.outcome)
const { probsByOutcome, sortedOutcomes } = computeProbsByOutcome(
bets,
totalShares
)
const isClosed = !!closeTime && Date.now() > closeTime
const latestTime = dayjs(
@ -25,46 +29,25 @@ export function AnswersGraph(props: { contract: Contract; bets: Bet[] }) {
: resolutionTime ?? Date.now()
)
const outcomes = Object.keys(betsByOutcome).filter((outcome) => {
const maxProb = Math.max(
...betsByOutcome[outcome].map((bet) => bet.probAfter)
)
return outcome !== '0' && maxProb > 0.05
})
const { width } = useWindowSize()
const labelLength = !width || width > 800 ? 75 : 20
const sortedOutcomes = _.sortBy(
outcomes,
(outcome) => -1 * getOutcomeProbability(totalShares, outcome)
).slice(0, 5)
const colors = ['#2a81e3', '#c72ae3', '#b91111', '#f3ad28', '#11b981']
const times = _.sortBy(bets.map((bet) => bet.createdTime))
const porbs = []
const totalShares = { '0': contract.totalShares['0'] }
for (const bet of bets) {
}
const maxProb = _.max(
Object.values(probsByOutcome).map((probs) => Math.max(...probs))
)
const yMax = Math.min(100, Math.max(50, (maxProb ?? 0) * 100 * 1.2))
const times = _.sortBy([
contract.createdTime,
...bets.map((bet) => bet.createdTime),
])
const dateTimes = times.map((time) => new Date(time))
const data = sortedOutcomes.map((outcome, i) => {
const bets = _.sortBy(betsByOutcome[outcome], (bet) => bet.createdTime)
const probs: number[] = []
let betIndex: number = 0
for (const time of times) {
if (betIndex === bets.length) probs.push(bets[betIndex - 1].probAfter)
else if (time < bets[betIndex].createdTime) {
probs.push(betIndex === 0 ? 0 : bets[betIndex - 1].probAfter)
} else {
probs.push(bets[betIndex].probAfter)
betIndex++
}
}
const probs = probsByOutcome[outcome]
if (resolutionTime || isClosed) {
dateTimes.push(latestTime.toDate())
@ -78,15 +61,16 @@ export function AnswersGraph(props: { contract: Contract; bets: Bet[] }) {
const points = probs.map((prob, i) => ({
x: dateTimes[i],
y: prob * 100,
y: Math.round(prob * 100),
}))
const answer =
answers?.find((answer) => answer.id === outcome)?.text ?? 'None'
const answerText =
answer.slice(0, labelLength) + (answer.length > labelLength ? '...' : '')
return { id: answerText, data: points, color: colors[i] }
const id = `#${outcome}: ${answerText}`
return { id, data: points, color: colors[i] }
})
data.reverse()
@ -104,11 +88,11 @@ export function AnswersGraph(props: { contract: Contract; bets: Bet[] }) {
return (
<div
className="w-full overflow-hidden"
style={{ height: !width || width >= 800 ? 350 : 250 }}
style={{ height: !width || width >= 800 ? 350 : 225 }}
>
<ResponsiveLine
data={data}
yScale={{ min: 0, max: 100, type: 'linear' }}
yScale={{ min: 0, max: yMax, type: 'linear' }}
yFormat={formatPercent}
gridYValues={yTickValues}
axisLeft={{
@ -149,3 +133,45 @@ function formatTime(time: number, includeTime: boolean) {
return dayjs(time).format('MMM D')
}
const computeProbsByOutcome = (
bets: Bet[],
totalShares: { [outcome: string]: number }
) => {
const betsByOutcome = _.groupBy(bets, (bet) => bet.outcome)
const outcomes = Object.keys(betsByOutcome).filter((outcome) => {
const maxProb = Math.max(
...betsByOutcome[outcome].map((bet) => bet.probAfter)
)
return outcome !== '0' && maxProb > 0.05
})
const trackedOutcomes = _.sortBy(
outcomes,
(outcome) => -1 * getOutcomeProbability(totalShares, outcome)
).slice(0, 5)
const probsByOutcome = _.fromPairs(
trackedOutcomes.map((outcome) => [outcome, [0]])
)
const sharesByOutcome = _.fromPairs(
Object.keys(betsByOutcome).map((outcome) => [outcome, 0])
)
for (const bet of bets) {
const { outcome, shares } = bet
sharesByOutcome[outcome] += shares
const sharesSquared = _.sumBy(
Object.values(sharesByOutcome).map((shares) => shares ** 2)
)
for (const outcome of trackedOutcomes) {
probsByOutcome[outcome].push(
sharesByOutcome[outcome] ** 2 / sharesSquared
)
}
}
return { probsByOutcome, sortedOutcomes: trackedOutcomes }
}