changed variance to correlation

This commit is contained in:
Manuel Simon Hirsig
2016-01-19 12:16:46 +01:00
parent e3c9be4387
commit da102f9e55
2 changed files with 13 additions and 12 deletions
+5 -3
View File
@@ -1,4 +1,4 @@
AuxVersion = '2.2.15'
AuxVersion = '2.2.16'
AuxAuthors = 'shirsig; Zerf; Zirco (Auctionator); Nimeral (Auctionator backport)'
local lastRightClickAction = GetTime()
@@ -36,7 +36,7 @@ function Aux_OnLoad()
local item_id, suffix_id = EnhTooltip.BreakLink(link)
local item_key = (item_id or 0)..':'..(suffix_id or 0)
local auction_count, day_count, TDA, EMA7, trend, variance = Aux.history.price_data(item_key)
local auction_count, day_count, TDA, EMA7, trend, correlation = Aux.history.price_data(item_key)
if auction_count == 0 then
EnhTooltip.AddLine('Never seen at auction', nil, true)
@@ -52,7 +52,9 @@ function Aux_OnLoad()
market_value_line = 'Market Value: '..Aux.util.money_string(market_value)
else
market_value_line = 'Market Value: '..Aux.util.money_string(market_value * count)..' / '..Aux.util.money_string(market_value)
if trend_percentage > 0 then
if correlation < (trend < 1 and trend or 1 / trend) then -- unreliable
market_value_line = market_value_line..' (?)'
elseif trend_percentage > 0 then
market_value_line = market_value_line..' (+'..trend_percentage..'%)'
elseif trend_percentage < 0 then
market_value_line = market_value_line..' ('..trend_percentage..'%)'
+8 -9
View File
@@ -2,7 +2,7 @@ local private, public = {}, {}
Aux.history = public
private.PUSH_INTERVAL = 57600
private.NEW_RECORD = '0#0#0#1#0#'
private.NEW_RECORD = '0#0#0#1#1#'
function private.load_data()
local dataset = Aux.persistence.load_dataset()
@@ -18,7 +18,7 @@ function private.read_record(item_key)
day_count = tonumber(record[2]),
EMA7 = tonumber(record[3]),
trend = tonumber(record[4]),
variance = tonumber(record[5]),
correlation = tonumber(record[5]),
histogram = Aux.util.map(Aux.persistence.deserialize(record[6], ';', 'x'), function(value)
return tonumber(value)
end),
@@ -32,7 +32,7 @@ function private.write_record(item_key, record)
record.day_count,
record.EMA7,
record.trend,
record.variance,
record.correlation,
Aux.persistence.serialize(record.histogram, ';', 'x'),
},'#')
end
@@ -68,11 +68,11 @@ end
function public.price_data(item_key)
local item_record = private.read_record(item_key)
return item_record.auction_count, item_record.day_count, private.daily_market_value(item_record.histogram), item_record.EMA7, item_record.trend, item_record.variance
return item_record.auction_count, item_record.day_count, private.daily_market_value(item_record.histogram), item_record.EMA7, item_record.trend, item_record.correlation
end
function public.market_value(item_key)
local auction_count, day_count, daily_market_value, EMA7, trend, variance = public.price_data(item_key)
local auction_count, day_count, daily_market_value, EMA7, trend, correlation = public.price_data(item_key)
if day_count == 0 then
return daily_market_value
@@ -120,15 +120,14 @@ function private.push_data()
if item_record.day_count == 0 then
item_record.EMA7 = daily_market_value
item_record.trend = 1
item_record.variance = 0
else
local new_trend = daily_market_value / item_record.EMA7
local new_variance = (daily_market_value - item_record.EMA7) ^ 2
local prediction = item_record.EMA7 * item_record.trend
local new_correlation = min(prediction, daily_market_value) / max(prediction, daily_market_value)
item_record.EMA7 = 3/4 * item_record.EMA7 + 1/4 * daily_market_value
item_record.trend = 3/4 * item_record.trend + 1/4 * new_trend
item_record.variance = 3/4 * item_record.variance + 1/4 * new_variance
item_record.correlation = 3/4 * item_record.correlation + 1/4 * new_correlation
end
item_record.day_count = item_record.day_count + 1