From da102f9e55739795bf3ba1b118055163fc7085bb Mon Sep 17 00:00:00 2001 From: Manuel Simon Hirsig Date: Tue, 19 Jan 2016 12:16:46 +0100 Subject: [PATCH] changed variance to correlation --- core.lua | 8 +++++--- history.lua | 17 ++++++++--------- 2 files changed, 13 insertions(+), 12 deletions(-) diff --git a/core.lua b/core.lua index b39b8a3..b5ce2e2 100644 --- a/core.lua +++ b/core.lua @@ -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..'%)' diff --git a/history.lua b/history.lua index df00e81..cffe8cb 100644 --- a/history.lua +++ b/history.lua @@ -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