From de6ff66e517266012b3881bcc0c643813e58b6dc Mon Sep 17 00:00:00 2001 From: Manuel Simon Hirsig Date: Mon, 18 Jan 2016 08:22:02 +0100 Subject: [PATCH] some changes to the average stat module, use '/aux clear average' in case of problems --- core.lua | 25 ++++--- slash.lua | 6 ++ stat_average.lua | 191 ++++++++++++++++++++++++----------------------- static.lua | 2 +- 4 files changed, 118 insertions(+), 106 deletions(-) diff --git a/core.lua b/core.lua index 3f43dbe..b83cc55 100644 --- a/core.lua +++ b/core.lua @@ -1,4 +1,4 @@ -AuxVersion = '2.2.6' +AuxVersion = '2.2.7' 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, seen_days, daily_average, EMA3, EMA7, EMA14 = Aux.stat_average.get_price_data(item_key) + local auction_count, seen_days, AVG_TDA, MIN_TDA, AVG_EMA5, AVG_EMA30, MIN_EMA5, MIN_EMA30 = Aux.stat_average.get_price_data(item_key) if auction_count == 0 then EnhTooltip.AddLine('Never seen at auction', nil, true) @@ -45,7 +45,6 @@ function Aux_OnLoad() EnhTooltip.AddLine('Seen '..auction_count..' '..Aux_PluralizeIf('time', auction_count)..' at auction', nil, true) EnhTooltip.LineColor(0.5, 0.8, 0.1) - local median = Aux.stat_histogram.get_price_data(item_key) if count == 1 then EnhTooltip.AddLine('Median: '..Aux.util.money_string(median), nil, true) @@ -54,14 +53,18 @@ function Aux_OnLoad() end EnhTooltip.LineColor(0.1,0.8,0.5) - -- EnhTooltip.AddLine('AVG TDA: '..(daily_average > 0 and Aux.util.money_string(daily_average) or RED_FONT_COLOR_CODE..'n/a'..FONT_COLOR_CODE_CLOSE), nil, true) - -- EnhTooltip.LineColor(0.1,0.8,0.5) - -- EnhTooltip.AddLine('EMA3: '..(EMA3 > 0 and Aux.util.money_string(EMA3) or RED_FONT_COLOR_CODE..'n/a'..FONT_COLOR_CODE_CLOSE), nil, true) - -- EnhTooltip.LineColor(0.1,0.8,0.5) - -- EnhTooltip.AddLine('EMA7: '..(EMA7 > 0 and Aux.util.money_string(EMA7) or RED_FONT_COLOR_CODE..'n/a'..FONT_COLOR_CODE_CLOSE), nil, true) - -- EnhTooltip.LineColor(0.1,0.8,0.5) - -- EnhTooltip.AddLine('EMA14: '..(EMA14 > 0 and Aux.util.money_string(EMA14) or RED_FONT_COLOR_CODE..'n/a'..FONT_COLOR_CODE_CLOSE), nil, true) - -- EnhTooltip.LineColor(0.1,0.8,0.5) +-- EnhTooltip.AddLine('AVG TDA: '..(AVG_TDA > 0 and Aux.util.money_string(AVG_TDA) or RED_FONT_COLOR_CODE..'n/a'..FONT_COLOR_CODE_CLOSE), nil, true) +-- EnhTooltip.LineColor(0.1,0.8,0.5) +-- EnhTooltip.AddLine('AVG EMA5: '..(AVG_EMA5 > 0 and Aux.util.money_string(AVG_EMA5) or RED_FONT_COLOR_CODE..'n/a'..FONT_COLOR_CODE_CLOSE), nil, true) +-- EnhTooltip.LineColor(0.1,0.8,0.5) +-- EnhTooltip.AddLine('AVG EMA30: '..(AVG_EMA30 > 0 and Aux.util.money_string(AVG_EMA30) or RED_FONT_COLOR_CODE..'n/a'..FONT_COLOR_CODE_CLOSE), nil, true) +-- EnhTooltip.LineColor(0.1,0.8,0.5) +-- EnhTooltip.AddLine('MIN TDA: '..(MIN_TDA > 0 and Aux.util.money_string(MIN_TDA) or RED_FONT_COLOR_CODE..'n/a'..FONT_COLOR_CODE_CLOSE), nil, true) +-- EnhTooltip.LineColor(0.1,0.8,0.5) +-- EnhTooltip.AddLine('MIN EMA5: '..(MIN_EMA5 > 0 and Aux.util.money_string(MIN_EMA5) or RED_FONT_COLOR_CODE..'n/a'..FONT_COLOR_CODE_CLOSE), nil, true) +-- EnhTooltip.LineColor(0.1,0.8,0.5) +-- EnhTooltip.AddLine('MIN EMA30: '..(MIN_EMA30 > 0 and Aux.util.money_string(MIN_EMA30) or RED_FONT_COLOR_CODE..'n/a'..FONT_COLOR_CODE_CLOSE), nil, true) +-- EnhTooltip.LineColor(0.1,0.8,0.5) end end) end diff --git a/slash.lua b/slash.lua index 250950d..1eedce8 100644 --- a/slash.lua +++ b/slash.lua @@ -5,6 +5,12 @@ function SlashCmdList.AUX(parameter) elseif parameter == 'clear snapshot' then Aux.persistence.load_dataset().snapshot = {} Aux.log('Snapshot cleared.') + elseif parameter == 'clear average' then + Aux.persistence.load_dataset().stat_average_data = {} + Aux.log('Average data cleared.') + elseif parameter == 'clear histogram' then + Aux.persistence.load_dataset().stat_histogram_data = {} + Aux.log('Histogram data cleared.') elseif parameter == 'clear' then aux_database = {} Aux.log('Database cleared.') diff --git a/stat_average.lua b/stat_average.lua index 1b8c588..6f8f855 100644 --- a/stat_average.lua +++ b/stat_average.lua @@ -1,8 +1,8 @@ local private, public = {}, {} Aux.stat_average = public -private.PUSH_INTERVAL = 3 -private.NEW_RECORD = '0:0:0:0:0:0:0:0' +private.PUSH_INTERVAL = 20 +private.NEW_RECORD = '0:0:0:0:0:0:0:0:0' function private.load_data() local dataset = Aux.persistence.load_dataset() @@ -41,93 +41,94 @@ function public.process_auction(auction_info) 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] + buyout -- daily accumulated buyout + item_record[4] = item_record[4] ~= 0 and min(item_record[4], buyout) or buyout -- daily min buyout private.write_record(auction_info.item_key, item_record) end 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 auction_count, daily_auction_count, daily_accumulated_buyout, daily_min_buyout, seen_days, avg_EMA5, avg_EMA30, min_EMA5, min_EMA30 = 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 + return auction_count, seen_days, daily_average, daily_min_buyout, avg_EMA5, avg_EMA30, min_EMA5, min_EMA30 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 + local _, daily_auction_count, daily_accumulated_buyout, daily_min_buyout, seen_days, avg_EMA5, avg_EMA30, min_EMA5, min_EMA30 = 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() @@ -137,30 +138,32 @@ 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_accumulated_buyout, seen_days, EMA3, EMA7, EMA14 = unpack(item_record) + local _, daily_auction_count, daily_accumulated_buyout, daily_min_buyout, seen_days, avg_EMA5, avg_EMA30, min_EMA5, min_EMA30 = unpack(item_record) if daily_auction_count > 0 then 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) - EMA7 = EMA3 - EMA14 = EMA3 + if seen_days == 0 then + avg_EMA5 = daily_average + avg_EMA30 = daily_average + min_EMA5 = daily_min_buyout + min_EMA30 = daily_min_buyout else - -- do normal EMA calculations - EMA3 = (EMA3 * 2 + daily_average) / 3 - EMA7 = (EMA7 * 6 + daily_average) / 7 - EMA14 = (EMA14 * 13 + daily_average) / 14 + avg_EMA5 = 2/3 * avg_EMA5 + 1/3 * daily_average + avg_EMA30 = 13/14 * avg_EMA30 + 1/14 * daily_average + min_EMA5 = 2/3 * min_EMA5 + 1/3 * daily_min_buyout + min_EMA30 = 13/14 * min_EMA30 + 1/14 * daily_min_buyout end 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 + item_record[4] = 0 -- daily min buyout + item_record[5] = seen_days + 1 -- seen days + item_record[6] = avg_EMA5 -- avg_EMA5 + item_record[7] = avg_EMA30 -- avg_EMA30 + item_record[8] = min_EMA5 -- min_EMA5 + item_record[9] = min_EMA30 -- min_EMA30 private.write_record(item_key, item_record) end diff --git a/static.lua b/static.lua index ec5ef92..4e878a6 100644 --- a/static.lua +++ b/static.lua @@ -42,7 +42,7 @@ function public.generate_cache() AuxStaticTooltip:SetHyperlink('item:'..id) end local t0 = time() - Aux.control.as_soon_as(function() return GetItemInfo(id) or time() > t0 + 5 end, function() + Aux.control.as_soon_as(function() return GetItemInfo(id) or time() > t0 + 3 end, function() local name, _, quality, level, class, subclass, max_stack, slot, texture = GetItemInfo(id) if name then Aux.log('Adding item '..id..' ...')