aux-addon-ClassicAPI/stat_average.lua

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