lots of polish for the stat modules but the interface is still clumsy

This commit is contained in:
Manuel Simon Hirsig
2016-01-17 10:15:46 +01:00
parent 9c520df47c
commit 4ea7aaeb6f
4 changed files with 36 additions and 122 deletions
+17 -106
View File
@@ -2,7 +2,7 @@ local private, public = {}, {}
Aux.stat_average = public
private.PUSH_INTERVAL = 57600
private.NEW_RECORD = '0:0:0:0:0:0:0:0:0:0'
private.NEW_RECORD = '0:0:0:0:0:0:0:0'
function private.load_data()
local dataset = Aux.persistence.load_dataset()
@@ -34,93 +34,21 @@ function public.process_auction(auction_info)
private.push_data()
end
local buyout = auction_info.buyout_price / auction_info.count
local item_record = public.read_record(auction_info.item_key)
item_record[1] = item_record[1] + 1 -- auction count
item_record[2] = item_record[2] + 1 -- daily auction count
item_record[3] = item_record[3] + auction_info.count -- daily unit count
item_record[4] = item_record[4] + auction_info.buyout_price -- daily accumulated buyout
item_record[5] = item_record[5] ~= 0 and min(item_record[4], auction_info.buyout_price / auction_info.count) or auction_info.buyout_price / auction_info.count -- daily min buyout
item_record[3] = item_record[3] + buyout -- daily accumulated buyout
private.write_record(auction_info.item_key, item_record)
end
function public.get_mean(item_key)
local auction_count, daily_auction_count, daily_unit_count, daily_accumulated_buyout, daily_min_buyout, seen_days, EMA3, EMA7, EMA14, average_min_buyout = unpack(public.read_record(item_key))
local mean = 0
if seen_days == 0 then
if daily_auction_count > 0 then
mean = daily_accumulated_buyout / daily_unit_count
end
elseif seen_days <= 3 then -- No EMAs before day 4
mean = EMA3
if daily_auction_count > 0 then
mean = (mean * seen_days + daily_accumulated_buyout / daily_unit_count) / (seen_days + 1)
end
else
-- we have 4 or more days of data, potentially enough to perform mean and stddev calculations
local count = 0
local valueset, weightset = {}, {}
-- include daily data if available
if daily_auction_count > 0 then
count = 1
valueset[count] = daily_accumulated_buyout / daily_unit_count
weightset[count] = 1
end
-- EMA3: standard weight 3, reduced if seenDays < 6, reduced if there was daily data, but never less than 1
local weight = 3 - count
if seen_days < 6 then
weight = seen_days - 3
if weight > 1 then
weight = weight - count
end
end
count = count + 1
valueset[count] = EMA3
weightset[count] = weight
-- EMA7: standard weight 4, reduced if seenDays < 10
if seen_days > 6 then
count = count + 1
valueset[count] = EMA7
if seen_days < 10 then
weightset[count] = seen_days - 6
else
weightset[count] = 4
end
end
-- EMA14: standard weight 7, reduced if seenDays < 17
if seen_days > 10 then
count = count + 1
valueset[count] = EMA14
if seen_days < 17 then
weightset[count] = seen_days - 10
else
weightset[count] = 7
end
end
-- we will use a weighted incremental algorithm, based on sample code by West and Knuth http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance
local sumWeight, sumSquares = 0, 0 -- actually "sum of squares of differences from the (current) mean", but that's rather long for a variable name.
for i=1,count do
local value, weight = valueset[i], weightset[i]
local nextweight = weight + sumWeight
local valuediff = value - mean
local meanadjust = valuediff * weight / nextweight
mean = mean + meanadjust
sumSquares = sumSquares + sumWeight * valuediff * meanadjust
sumWeight = nextweight
end
-- stddev = sqrt(sumSquares / sumWeight * count / (count - 1))
end
return mean
function public.get_price_data(item_key)
local auction_count, daily_auction_count, daily_accumulated_buyout, seen_days, EMA3, EMA7, EMA14 = unpack(public.read_record(item_key))
local daily_average = daily_accumulated_buyout / daily_auction_count
return auction_count, seen_days, daily_average, EMA3, EMA7, EMA14
end
function private.push_data()
@@ -130,16 +58,15 @@ function private.push_data()
for item_key, _ in pairs(item_data) do
local item_record = public.read_record(item_key)
local _, daily_auction_count, daily_unit_count, daily_accumulated_buyout, daily_min_buyout, seen_days, EMA3, EMA7, EMA14, average_min_buyout = unpack(item_record)
local _, daily_auction_count, daily_accumulated_buyout, seen_days, EMA3, EMA7, EMA14 = unpack(item_record)
if daily_auction_count > 0 then
local daily_average = daily_accumulated_buyout / daily_unit_count
local daily_average = daily_accumulated_buyout / daily_auction_count
if seen_days < 3 then
-- for first 3 days perform plain average instead of EMAs
EMA3 = (EMA3 * seen_days + daily_average) / (seen_days + 1)
average_min_buyout = (average_min_buyout * seen_days + daily_min_buyout) / (seen_days + 1)
EMA7 = EMA3
EMA14 = EMA3
else
@@ -147,34 +74,18 @@ function private.push_data()
EMA3 = (EMA3 * 2 + daily_average) / 3
EMA7 = (EMA7 * 6 + daily_average) / 7
EMA14 = (EMA14 * 13 + daily_average) / 14
if daily_min_buyout / average_min_buyout < 0.9 then
average_min_buyout = (average_min_buyout + daily_min_buyout) / 2
else
average_min_buyout = (average_min_buyout * 7 + daily_min_buyout) / 8
end
end
seen_days = seen_days + 1
daily_auction_count = 0
daily_unit_count = 0
daily_accumulated_buyout = 0
daily_min_buyout = 0
item_record[2] = daily_auction_count
item_record[3] = daily_unit_count
item_record[4] = daily_accumulated_buyout
item_record[5] = daily_min_buyout
item_record[6] = seen_days
item_record[7] = EMA3
item_record[8] = EMA7
item_record[9] = EMA14
item_record[10] = average_min_buyout
item_record[2] = 0 -- daily auction count
item_record[3] = 0 -- daily accumulated buyout
item_record[4] = seen_days + 1 -- seen days
item_record[5] = EMA3 -- EMA3
item_record[6] = EMA7 -- EMA7
item_record[7] = EMA14 -- EMA14
private.write_record(item_key, item_record)
end
end
data.next_push = time() + private.PUSH_INTERVAL
end
end