we did it bois and it is FRAGILE
parent
a950c48ed1
commit
dfde4c63fe
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@ -88,6 +88,11 @@ func main() {
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if err != nil {
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panic(err)
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}
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for _, name := range register.Names() {
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for _, d := range register.Dates() {
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log.Printf("%s | %s | %+v", name, d, register[d][name])
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}
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}
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}
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for _, nameRate := range r.URL.Query()["predictCompoundingInterest"] {
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name := strings.Split(nameRate, "=")[0]
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@ -22,13 +22,20 @@ func RegisterWithContributionPrediction(reg Register, window time.Duration) (Reg
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}
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func registerWithContributionPredictionForName(reg Register, window time.Duration, name string) error {
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currencies := make(map[Currency]int)
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for d := range reg {
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for c := range reg[d][name] {
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currencies[c] = 1
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latest := make(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 c := range currencies {
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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(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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@ -48,17 +55,17 @@ func registerWithContributionPredictionForNameForCurrency(reg Register, window t
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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 {
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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 {
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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) < 3 {
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if len(contributions) < 5 {
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return nil
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}
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@ -78,7 +85,7 @@ func registerWithContributionPredictionForNameForCurrency(reg Register, window t
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slices.Sort(lapses)
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return lapses[len(lapses)/2]
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}
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contributsSlice := func(percent float64) []contribution {
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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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@ -86,9 +93,9 @@ func registerWithContributionPredictionForNameForCurrency(reg Register, window t
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return contributions[len(contributions)-1-wouldBe:]
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}
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eighth := contributsSlice(7.0 / 8.0)
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quarter := contributsSlice(3.0 / 4.0)
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half := contributsSlice(1.0 / 2.0)
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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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@ -108,23 +115,10 @@ func registerWithContributionPredictionForNameForCurrency(reg Register, window t
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return medians[1]
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}()
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latest := func() float64 {
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last := 0.0
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for _, d := range reg.Dates() {
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last = reg[d][name][currency]
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}
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return last
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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(Balances)
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}
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if _, ok := reg[k][name]; !ok {
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reg[k][name] = make(Balance)
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}
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expectedDelta := float64(predictionTime.Sub(time.Now())) * medianValueDelta / float64(medianLapse)
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reg[k][name][currency] = latest + expectedDelta
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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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@ -23,6 +23,9 @@ func TestRegisterPrediction(t *testing.T) {
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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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@ -90,6 +93,6 @@ func newTestRegister() map[string]Balances {
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s(lastYear.Add(day * 184)): Balances{"X": Balance{USD: 8}},
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s(lastYear.Add(day * 214)): Balances{"X": Balance{USD: 10}},
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s(lastYear.Add(day * 244)): Balances{"X": Balance{USD: 12}},
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s(lastYear.Add(day * 274)): Balances{"X": Balance{USD: 16}},
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s(lastYear.Add(day * 274)): Balances{"X": Balance{USD: 16, "XYZ": 1}},
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}
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}
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