local private, public = {}, {} Aux.stat_average = public private.PUSH_INTERVAL = 3 private.NEW_RECORD = '0:0:0:0:0:0:0:0' function private.load_data() local dataset = Aux.persistence.load_dataset() dataset.stat_average_data = dataset.stat_average_data or { next_push = time() + private.PUSH_INTERVAL, item_data = {} } return dataset.stat_average_data end function public.read_record(item_key) local data = private.load_data() return Aux.util.map(Aux.persistence.deserialize(data.item_data[item_key] or private.NEW_RECORD, ':'), function(value) return tonumber(value) end) end function private.write_record(item_key, record) local data = private.load_data() data.item_data[item_key] = Aux.persistence.serialize(record, ':') end function public.process_auction(auction_info) if auction_info.buyout_price == 0 then return end local data = private.load_data() if data.next_push < time() then private.push_data() end local buyout = auction_info.buyout_price / auction_info.aux_quantity local item_record = public.read_record(auction_info.item_key) 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 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 daily_average = daily_accumulated_buyout / daily_auction_count 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 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) 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 else -- do normal EMA calculations EMA3 = (EMA3 * 2 + daily_average) / 3 EMA7 = (EMA7 * 6 + daily_average) / 7 EMA14 = (EMA14 * 13 + daily_average) / 14 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 private.write_record(item_key, item_record) end end data.next_push = time() + private.PUSH_INTERVAL end