"""Convert pdata.world's nightly bulk files (gzipped JSON lines) to Parquet for the Hugging Face dataset. Usage: build.py BULK_DIR OUT_DIR Line 1 of each bulk file is a manifest; it is written to OUT_DIR/manifests/ and the rows to OUT_DIR/data/.parquet with an explicit schema, so a column never changes type between monthly snapshots. """ import gzip import json import sys from datetime import datetime from pathlib import Path import pyarrow as pa import pyarrow.parquet as pq TS = pa.timestamp("us", tz="UTC") STR_LIST = pa.list_(pa.string()) SCHEMAS = { "markets-open": pa.schema([ ("source", pa.string()), ("id", pa.string()), ("event_id", pa.string()), ("event_title", pa.string()), ("question", pa.string()), ("label", pa.string()), ("categories", STR_LIST), ("outcomes", STR_LIST), ("outcome_prices", pa.list_(pa.float64())), ("probability", pa.float64()), ("prob_24h_change", pa.float64()), ("volume", pa.float64()), ("volume_24hr", pa.float64()), ("liquidity", pa.float64()), ("open_interest", pa.float64()), ("start_date", TS), ("end_date", TS), ("status", pa.string()), ("countries", STR_LIST), ("updated_at", TS), ("url", pa.string()), ("pdata_url", pa.string()), ]), "events-open": pa.schema([ ("source", pa.string()), ("id", pa.string()), ("title", pa.string()), ("categories", STR_LIST), ("start_date", TS), ("end_date", TS), ("volume", pa.float64()), ("volume_24hr", pa.float64()), ("open_interest", pa.float64()), ("mutually_exclusive", pa.bool_()), ("market_count", pa.int64()), ("is_group", pa.bool_()), ("parent_event_id", pa.string()), ("synthetic", pa.bool_()), ("updated_at", TS), ("url", pa.string()), ("pdata_url", pa.string()), ]), "resolved": pa.schema([ ("source", pa.string()), ("id", pa.string()), ("title", pa.string()), ("categories", STR_LIST), ("closed_time", TS), ("markets", pa.list_(pa.struct([ ("id", pa.string()), ("question", pa.string()), ("result", pa.string()), ("probability", pa.float64()), ("volume", pa.float64()), ]))), ("url", pa.string()), ("pdata_url", pa.string()), ("pruned_at", TS), ]), } def convert(bulk: Path, out: Path, kind: str) -> tuple[int, dict]: schema = SCHEMAS[kind] ts_cols = [f.name for f in schema if f.type == TS] with gzip.open(bulk / f"{kind}.jsonl.gz", "rt") as f: manifest = json.loads(next(f))["_manifest"] rows = [] for line in f: r = json.loads(line) for c in ts_cols: if r.get(c) is not None: r[c] = datetime.fromisoformat(r[c]) rows.append(r) extra = set().union(*(r.keys() for r in rows)) - set(schema.names) if extra: raise SystemExit(f"{kind}: fields not in the schema: {sorted(extra)}") table = pa.Table.from_pylist(rows, schema=schema) pq.write_table(table, out / "data" / f"{kind}.parquet", compression="zstd") (out / "manifests" / f"{kind}.json").write_text(json.dumps(manifest, indent=2, ensure_ascii=False) + "\n") return table.num_rows, manifest if __name__ == "__main__": bulk, out = Path(sys.argv[1]), Path(sys.argv[2]) for kind in SCHEMAS: n, m = convert(bulk, out, kind) size = (out / "data" / f"{kind}.parquet").stat().st_size print(f"{kind}: {n:,} rows, {size/1e6:.1f} MB, as_of {m['as_of']}")