bigquery-bitcoin-gini-sampled.sql

with 
double_entry_book as (
    select 
        array_to_string(outputs.addresses,',') as address,
        value, block_timestamp
    from `crypto-etl-bitcoin-prod.bitcoin_blockchain.transactions` join unnest(outputs) as outputs
    union all
    select 
        array_to_string(inputs.addresses,',') as address,
        -value as value, block_timestamp
    from `crypto-etl-bitcoin-prod.bitcoin_blockchain.transactions` join unnest(inputs) as inputs
)
,double_entry_book_by_date as (
    select 
        date(block_timestamp) as date, 
        address, 
        sum(value * 0.00000001) as value
    from double_entry_book
    group by address, date
)
,daily_balances_with_gaps as (
    select 
        address, 
        date,
        sum(value) over (partition by address order by date) as balance,
        lead(date, 1, current_date()) over (partition by address order by date) as next_date
        from double_entry_book_by_date
)
,calendar as (
    select date from unnest(generate_date_array('2009-01-03', current_date())) as date
)
,daily_balances as (
    select address, calendar.date, balance
    from daily_balances_with_gaps
    join calendar on daily_balances_with_gaps.date <= calendar.date and calendar.date < daily_balances_with_gaps.next_date
    where balance > 1
)
,address_counts as (
    select
        date,
        count(*) as address_count
    from
        daily_balances
    group by date
)
,daily_balances_sampled as (
    select address, daily_balances.date, balance
    from daily_balances
    join address_counts on daily_balances.date = address_counts.date
    where mod(abs(farm_fingerprint(address)), 100000000)/100000000 <= safe_divide(10000, address_count) 
)
,ranked_daily_balances as (
    select 
        date,
        balance,
        row_number() over (partition by date order by balance desc) as rank
    from daily_balances_sampled
)
select 
    date, 
    -- (1 − 2B) https://en.wikipedia.org/wiki/Gini_coefficient
    1 - 2 * sum((balance * (rank - 1) + balance / 2)) / count(*) / sum(balance) as gini
from ranked_daily_balances
group by date
having sum(balance) > 0
order by date asc