drop legacyContributions legacyInterest
Bel LaPointe
parent
9e56ba2e03
commit
7d872ca92a
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@ -1,124 +0,0 @@
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package ana
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import (
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"maps"
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"slices"
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"sort"
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"time"
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"gogs.inhome.blapointe.com/ana-ledger/ledger"
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)
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func RegisterWithContributionPrediction(reg ledger.Register, window time.Duration) (ledger.Register, error) {
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result := make(ledger.Register)
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result.PushAll(reg)
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for _, name := range result.Names() {
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err := registerWithContributionPredictionForName(result, window, name)
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if err != nil {
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return nil, err
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}
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}
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return result, nil
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}
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func registerWithContributionPredictionForName(reg ledger.Register, window time.Duration, name string) error {
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latest := make(ledger.Balance)
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for _, d := range reg.Dates() {
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if _, ok := reg[d][name]; ok {
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latest = reg[d][name]
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}
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}
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for _, predictionTime := range predictionTimes(window) {
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k := predictionTime.Format("2006-01")
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if _, ok := reg[k]; !ok {
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reg[k] = make(ledger.Balances)
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}
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reg[k][name] = maps.Clone(latest)
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}
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for c := range latest {
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err := registerWithContributionPredictionForNameForCurrency(reg, window, name, c)
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if err != nil {
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return err
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}
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}
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return nil
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}
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func registerWithContributionPredictionForNameForCurrency(reg ledger.Register, window time.Duration, name string, currency ledger.Currency) error {
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type contribution struct {
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t time.Time
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v float64
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}
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contributions := make([]contribution, 0)
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for d := range reg {
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t, err := dateToTime(d)
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if err != nil {
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return err
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}
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if time.Since(t) > time.Hour*24*180 || time.Now().Before(t) { // only include -6months..now
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continue
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}
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if v, ok := reg[d][name][currency]; ok && (len(contributions) == 0 || contributions[len(contributions)-1].v != v) {
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contributions = append(contributions, contribution{t: t, v: v})
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}
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}
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sort.Slice(contributions, func(i, j int) bool {
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return contributions[i].t.Before(contributions[j].t)
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})
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if len(contributions) < 5 {
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return nil
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}
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getMedianValueDelta := func(contributions []contribution) float64 {
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values := make([]float64, len(contributions))
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for i := 1; i < len(contributions); i++ {
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values[i] = contributions[i].v - contributions[i-1].v
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}
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slices.Sort(values)
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return values[len(values)/2]
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}
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getMedianLapse := func(contributions []contribution) time.Duration {
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lapses := make([]time.Duration, len(contributions)-1)
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for i := 1; i < len(contributions); i++ {
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lapses = append(lapses, contributions[i].t.Sub(contributions[i-1].t))
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}
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slices.Sort(lapses)
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return lapses[len(lapses)/2]
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}
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contributionsSlice := func(percent float64) []contribution {
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wouldBe := int(percent * float64(len(contributions)))
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if wouldBe == 0 {
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wouldBe = 2
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}
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return contributions[len(contributions)-1-wouldBe:]
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}
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eighth := contributionsSlice(7.0 / 8.0)
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quarter := contributionsSlice(3.0 / 4.0)
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half := contributionsSlice(1.0 / 2.0)
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medianValueDelta := func() float64 {
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medians := []float64{
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getMedianValueDelta(eighth),
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getMedianValueDelta(quarter),
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getMedianValueDelta(half),
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}
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slices.Sort(medians)
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return medians[1]
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}()
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medianLapse := func() time.Duration {
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medians := []time.Duration{
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getMedianLapse(eighth),
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getMedianLapse(quarter),
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getMedianLapse(half),
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}
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slices.Sort(medians)
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return medians[1]
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}()
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for _, predictionTime := range predictionTimes(window) {
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k := predictionTime.Format("2006-01")
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expectedDelta := float64(predictionTime.Sub(time.Now())) * medianValueDelta / float64(medianLapse)
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reg[k][name][currency] += expectedDelta
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}
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return nil
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}
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@ -1,53 +0,0 @@
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package ana
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import (
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"testing"
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"time"
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"gogs.inhome.blapointe.com/ana-ledger/ledger"
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)
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func TestRegisterPrediction(t *testing.T) {
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t.Run("contribution", func(t *testing.T) {
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input := newTestRegister()
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got, err := RegisterWithContributionPrediction(input, time.Hour*24*365)
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if err != nil {
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t.Fatal(err)
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}
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t.Logf("%+v", got)
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if len(got) != len(input)+13 {
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t.Error(len(got))
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}
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for _, date := range got.Dates() {
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for _, name := range got.Names() {
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t.Logf("%s | %s = %+v", date, name, got[date][name])
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if ti, _ := dateToTime(date); ti.After(time.Now().Add(time.Hour*24*60)) && got[date][name]["XYZ"] == 0 {
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t.Error("predicting future contributions lost unmodified currency", got[date][name])
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}
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}
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}
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})
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}
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func newTestRegister() map[string]ledger.Balances {
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s := func(t time.Time) string {
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return t.Format("2006-01")
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}
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day := time.Hour * 24
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lastYear := time.Now().Add(-1 * day * time.Duration(time.Now().YearDay()))
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return map[string]ledger.Balances{
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s(lastYear.Add(day * 0)): ledger.Balances{"X": ledger.Balance{ledger.USD: 1}},
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s(lastYear.Add(day * 32)): ledger.Balances{"X": ledger.Balance{ledger.USD: 2}},
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s(lastYear.Add(day * 64)): ledger.Balances{"X": ledger.Balance{ledger.USD: 3}},
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s(lastYear.Add(day * 94)): ledger.Balances{"X": ledger.Balance{ledger.USD: 4}},
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s(lastYear.Add(day * 124)): ledger.Balances{"X": ledger.Balance{ledger.USD: 5}},
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s(lastYear.Add(day * 154)): ledger.Balances{"X": ledger.Balance{ledger.USD: 6}},
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s(lastYear.Add(day * 184)): ledger.Balances{"X": ledger.Balance{ledger.USD: 8}},
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s(lastYear.Add(day * 214)): ledger.Balances{"X": ledger.Balance{ledger.USD: 10}},
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s(lastYear.Add(day * 244)): ledger.Balances{"X": ledger.Balance{ledger.USD: 12}},
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s(lastYear.Add(day * 274)): ledger.Balances{"X": ledger.Balance{ledger.USD: 16, "XYZ": 1}},
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}
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}
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@ -1,60 +0,0 @@
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package ana
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import (
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"maps"
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"math"
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"regexp"
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"time"
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"gogs.inhome.blapointe.com/ana-ledger/ledger"
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)
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func RegisterWithCompoundingInterestPrediction(reg ledger.Register, window time.Duration, pattern string, apy float64) (ledger.Register, error) {
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lastBalances := make(ledger.Balances)
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p := regexp.MustCompile(pattern)
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for _, d := range reg.Dates() {
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if t, _ := dateToTime(d); time.Now().Before(t) {
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continue
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}
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for name := range reg[d] {
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if p.MatchString(name) {
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lastBalances[name] = reg[d][name]
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}
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}
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}
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predictedTimes := predictionTimes(window)
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result := maps.Clone(reg)
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for _, predictionTime := range predictedTimes {
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k := predictionTime.Format("2006-01")
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if _, ok := result[k]; !ok {
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result[k] = make(ledger.Balances)
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}
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for k2, v2 := range lastBalances {
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if _, ok := result[k][k2]; !ok {
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result[k][k2] = maps.Clone(v2)
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}
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}
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}
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addedSoFar := make(ledger.Balances)
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for _, predictionTime := range predictedTimes {
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k := predictionTime.Format("2006-01")
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for name := range lastBalances {
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if _, ok := addedSoFar[name]; !ok {
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addedSoFar[name] = make(ledger.Balance)
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}
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for currency := range result[k][name] {
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// A = P(1 + r/n)**nt
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p := result[k][name][currency] + addedSoFar[name][currency]
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r := apy
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n := 12.0
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t := 1.0 / 12.0
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result[k][name][currency] = p * math.Pow(1.0+(r/n), n*t)
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addedSoFar[name][currency] += (result[k][name][currency] - p)
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}
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}
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}
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return result, nil
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}
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@ -1,26 +0,0 @@
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package ana
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import (
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"testing"
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"time"
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)
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func TestInterest(t *testing.T) {
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input := newTestRegister()
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got, err := RegisterWithCompoundingInterestPrediction(input, time.Hour*24*365, "X", .04)
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if err != nil {
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t.Fatal(err)
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}
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t.Logf("%+v", got)
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if len(got) <= len(input) {
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t.Error(len(got))
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}
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for _, date := range got.Dates() {
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for name, balance := range got[date] {
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t.Logf("%s | %s %s", date, name, balance.Debug())
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}
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}
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}
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