local private, public = {}, {} Aux.stat_average = public private.PUSH_INTERVAL = 57600 private.NEW_RECORD = '0:0:0:0:0:0:0:0:0' 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 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, 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, 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, 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() 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, 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 == 0 then avg_EMA5 = daily_average avg_EMA30 = daily_average min_EMA5 = daily_min_buyout min_EMA30 = daily_min_buyout else 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] = 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 end data.next_push = time() + private.PUSH_INTERVAL end