some cleanup in the stat modules

This commit is contained in:
Manuel Simon Hirsig
2016-01-17 12:35:52 +01:00
parent 96b4e52eb0
commit 5b16d07ee0
2 changed files with 85 additions and 31 deletions
+80 -1
View File
@@ -1,7 +1,7 @@
local private, public = {}, {}
Aux.stat_average = public
private.PUSH_INTERVAL = 57600
private.PUSH_INTERVAL = 3
private.NEW_RECORD = '0:0:0:0:0:0:0:0'
function private.load_data()
@@ -51,6 +51,85 @@ function public.get_price_data(item_key)
return auction_count, seen_days, daily_average, EMA3, EMA7, EMA14
end
function public.get_mean(item_key)
local _, daily_auction_count, daily_accumulated_buyout, seen_days, EMA3, EMA7, EMA14 = unpack(public.read_record(item_key))
local mean = 0
local daily_average = daily_accumulated_buyout / daily_auction_count
if seen_days == 0 then
if daily_auction_count > 0 then
mean = daily_average
end
elseif seen_days <= 3 then -- No EMAs before day 4
mean = EMA3
if daily_auction_count > 0 then
mean = (mean * seen_days + daily_average) / (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_average
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
end
function private.push_data()
local data = private.load_data()
local item_data = data.item_data