misc-research/General-Blockchain-Age-of-Spent-Outputs/create-dataset-for-analysis.R

143 lines
6.7 KiB
R

library(data.table)
library(RSQLite)
library(DBI)
# NOTE: Also need lubridate package installed, but not loading it due to
# it masking functions
is.btc <- FALSE
# Change to TRUE if processing BTC
data.dir <- ""
# Input data directory here, with trailing "/"
con <- DBI::dbConnect(RSQLite::SQLite(), paste0(data.dir, "tx-graph-node-indices.db"))
if ( ! is.btc) {
master.edgelist.output.created <- master.edgelist[
(! is.na(master.edgelist$value)) & master.edgelist$value > 0 , c("destination_index", "block_height")]
colnames(master.edgelist.output.created) <- c("output_index", "output.created.block_height")
setDT(master.edgelist.output.created)
master.edgelist.output.spent <- master.edgelist[, c("origin_index", "block_height")]
colnames(master.edgelist.output.spent) <- c("output_index", "output.spent.block_height")
setDT(master.edgelist.output.spent)
# Only include positive _value_s for output created, since that's the value of the created output
# Then, below do an "inner merge" to get the proper outputs on the spending side
rm(master.edgelist)
master.edgelist.output.spent <- merge(master.edgelist.output.created, master.edgelist.output.spent)
rm(master.edgelist.output.created)
} else {
# Split data requests and processing if BTC to avoid integer overflow issue in this step of processing.
# data.table issue:
# https://github.com/Rdatatable/data.table/issues/3957
# SQLite issue: "negative length vectors are not allowed"
master.edgelist.lt.500k <- DBI::dbGetQuery(con,
"SELECT origin_index, destination_index,block_height,value FROM edgelist_intermediate_2 WHERE block_height < 500000")
master.edgelist.output.created.lt.500k <- master.edgelist.lt.500k[
(! is.na(master.edgelist.lt.500k$value)) & master.edgelist.lt.500k$value > 0 , c("destination_index", "block_height")]
colnames(master.edgelist.output.created.lt.500k) <- c("output_index", "output.created.block_height")
setDT(master.edgelist.output.created.lt.500k)
master.edgelist.output.spent.lt.500k <- master.edgelist.lt.500k[, c("origin_index", "block_height")]
colnames(master.edgelist.output.spent.lt.500k) <- c("output_index", "output.spent.block_height")
setDT(master.edgelist.output.spent.lt.500k)
rm(master.edgelist.lt.500k)
master.edgelist.gt.500k.lt.700k <- DBI::dbGetQuery(con,
"SELECT origin_index, destination_index,block_height,value FROM edgelist_intermediate_2 WHERE block_height > 499999 AND block_height < 700000")
master.edgelist.output.created.gt.500k.lt.700k <- master.edgelist.gt.500k.lt.700k[
(! is.na(master.edgelist.gt.500k.lt.700k$value) & master.edgelist.gt.500k.lt.700k$value > 0 ) , c("destination_index", "block_height")]
colnames(master.edgelist.output.created.gt.500k.lt.700k) <- c("output_index", "output.created.block_height")
setDT(master.edgelist.output.created.gt.500k.lt.700k)
master.edgelist.output.spent.gt.500k.lt.700k <- master.edgelist.gt.500k.lt.700k[, c("origin_index", "block_height")]
colnames(master.edgelist.output.spent.gt.500k.lt.700k) <- c("output_index", "output.spent.block_height")
setDT(master.edgelist.output.spent.gt.500k.lt.700k)
rm(master.edgelist.gt.500k.lt.700k)
master.edgelist.gt.700k <- DBI::dbGetQuery(con,
"SELECT origin_index, destination_index,block_height,value FROM edgelist_intermediate_2 WHERE block_height > 699999")
master.edgelist.output.created.gt.700k <- master.edgelist.gt.700k[
(! is.na(master.edgelist.gt.700k$value) & master.edgelist.gt.700k$value > 0 ), c("destination_index", "block_height")]
colnames(master.edgelist.output.created.gt.700k) <- c("output_index", "output.created.block_height")
setDT(master.edgelist.output.created.gt.700k)
master.edgelist.output.spent.gt.700k <- master.edgelist.gt.700k[, c("origin_index", "block_height")]
colnames(master.edgelist.output.spent.gt.700k) <- c("output_index", "output.spent.block_height")
setDT(master.edgelist.output.spent.gt.700k)
rm(master.edgelist.gt.700k)
master.edgelist.output.created <- rbindlist(list(master.edgelist.output.created.lt.500k,
master.edgelist.output.created.gt.500k.lt.700k, master.edgelist.output.created.gt.700k))
master.edgelist.output.spent.lt.500k <- merge(master.edgelist.output.created, master.edgelist.output.spent.lt.500k)
master.edgelist.output.spent.gt.500k.lt.700k <- merge(master.edgelist.output.created, master.edgelist.output.spent.gt.500k.lt.700k)
master.edgelist.output.spent.gt.700k <- merge(master.edgelist.output.created, master.edgelist.output.spent.gt.700k)
master.edgelist.output.spent <- rbindlist(list(master.edgelist.output.spent.lt.500k,
master.edgelist.output.spent.gt.500k.lt.700k, master.edgelist.output.spent.gt.700k))
rm(master.edgelist.output.created)
}
block.times <- readRDS(paste0(data.dir, "block_times.rds"))
colnames(block.times) <- c("output.created.block_height", "output.created.block_time")
setDT(block.times)
master.edgelist.output.spent <- merge(master.edgelist.output.spent, block.times, by = "output.created.block_height")
colnames(block.times) <- c("output.spent.block_height", "output.spent.block_time")
master.edgelist.output.spent <- merge(master.edgelist.output.spent, block.times, by = "output.spent.block_height")
# TODO: Explore phenomenon of out-of-order block timestamps and decide what to do about them
master.edgelist.output.spent[, output.spend.age := output.spent.block_time - output.created.block_time]
# These reduce RAM usage if desired:
# master.edgelist.output.spent[, output.created.block_time := NULL]
# master.edgelist.output.spent[, output.created.block_height := NULL]
# master.edgelist.output.spent[, output_index := NULL]
output.spent.block_time.intermediate <- unique(master.edgelist.output.spent[, .(output.spent.block_time)])
output.spent.block_time.intermediate[, output.spent.block_time.week :=
lubridate::isoweek(as.POSIXct(output.spent.block_time, origin = "1970-01-01", tz = "UTC"))]
output.spent.block_time.intermediate[, output.spent.block_time.isoweekyear :=
lubridate::isoyear(as.POSIXct(output.spent.block_time, origin = "1970-01-01", tz = "UTC"))]
output.spent.block_time.intermediate[,
output.spent.block_time.week := factor(paste0(output.spent.block_time.isoweekyear, "-",
formatC(output.spent.block_time.week, width = 2, flag = "0")))]
master.edgelist.output.spent <- merge(master.edgelist.output.spent,
output.spent.block_time.intermediate[, .(output.spent.block_time, output.spent.block_time.week)], by = "output.spent.block_time")
saveRDS(master.edgelist.output.spent, paste0(data.dir, "master_edgelist_output_spent.rds"))
saveRDS(master.edgelist.output.spent, paste0(data.dir, "master_edgelist_output_spent-uncompressed.rds"), compress = FALSE)