some more history changes, now using the market value in the post panel when no auctions found

This commit is contained in:
Manuel Simon Hirsig
2016-01-21 09:52:06 +01:00
parent c1ba532d2e
commit e2bef9f3ac
7 changed files with 45 additions and 72 deletions
+10 -20
View File
@@ -2,7 +2,7 @@ local private, public = {}, {}
Aux.history = public
private.PUSH_INTERVAL = 57600
private.NEW_RECORD = '0#0#0#1#1#'
private.NEW_RECORD = '0#0#0#'
function private.load_data()
local dataset = Aux.persistence.load_dataset()
@@ -17,9 +17,7 @@ function private.read_record(item_key)
auction_count = tonumber(record[1]),
day_count = tonumber(record[2]),
EMA7 = tonumber(record[3]),
trend = tonumber(record[4]),
correlation = tonumber(record[5]),
histogram = Aux.util.map(Aux.persistence.deserialize(record[6], ';', 'x'), function(value)
histogram = Aux.util.map(Aux.persistence.deserialize(record[4], ';', 'x'), function(value)
return tonumber(value)
end),
}
@@ -31,8 +29,6 @@ function private.write_record(item_key, record)
record.auction_count,
record.day_count,
record.EMA7,
record.trend,
record.correlation,
Aux.persistence.serialize(record.histogram, ';', 'x'),
},'#')
end
@@ -68,18 +64,18 @@ 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.correlation
return item_record.auction_count, item_record.day_count, private.daily_market_value(item_record.histogram), item_record.EMA7
end
function public.market_value(item_key)
local auction_count, day_count, daily_market_value, EMA7, trend, correlation = public.price_data(item_key)
local auction_count, day_count, daily_market_value, EMA7 = public.price_data(item_key)
if day_count == 0 then
if auction_count == 0 then
return nil
elseif day_count == 0 then
return daily_market_value
elseif correlation < 0.8 then -- history of bad predictions
return EMA7
else
return EMA7 * trend
return EMA7
end
end
@@ -121,15 +117,9 @@ function private.push_data()
local daily_market_value = private.daily_market_value(item_record.histogram)
if item_record.day_count == 0 then
item_record.EMA7 = daily_market_value
item_record.EMA7 = Aux.round(daily_market_value)
else
local new_trend = daily_market_value / item_record.EMA7
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.correlation = 3/4 * item_record.correlation + 1/4 * new_correlation
item_record.EMA7 = Aux.round(3/4 * item_record.EMA7 + 1/4 * daily_market_value)
end
item_record.day_count = item_record.day_count + 1