we did it bois and it is FRAGILE

This commit is contained in:
Bel LaPointe
2023-10-26 07:00:48 -06:00
parent a950c48ed1
commit dfde4c63fe
3 changed files with 29 additions and 27 deletions

View File

@@ -88,6 +88,11 @@ func main() {
if err != nil { if err != nil {
panic(err) panic(err)
} }
for _, name := range register.Names() {
for _, d := range register.Dates() {
log.Printf("%s | %s | %+v", name, d, register[d][name])
}
}
} }
for _, nameRate := range r.URL.Query()["predictCompoundingInterest"] { for _, nameRate := range r.URL.Query()["predictCompoundingInterest"] {
name := strings.Split(nameRate, "=")[0] name := strings.Split(nameRate, "=")[0]

View File

@@ -22,13 +22,20 @@ func RegisterWithContributionPrediction(reg Register, window time.Duration) (Reg
} }
func registerWithContributionPredictionForName(reg Register, window time.Duration, name string) error { func registerWithContributionPredictionForName(reg Register, window time.Duration, name string) error {
currencies := make(map[Currency]int) latest := make(Balance)
for d := range reg { for _, d := range reg.Dates() {
for c := range reg[d][name] { if _, ok := reg[d][name]; ok {
currencies[c] = 1 latest = reg[d][name]
} }
} }
for c := range currencies { for _, predictionTime := range predictionTimes(window) {
k := predictionTime.Format("2006-01")
if _, ok := reg[k]; !ok {
reg[k] = make(Balances)
}
reg[k][name] = maps.Clone(latest)
}
for c := range latest {
err := registerWithContributionPredictionForNameForCurrency(reg, window, name, c) err := registerWithContributionPredictionForNameForCurrency(reg, window, name, c)
if err != nil { if err != nil {
return err return err
@@ -48,17 +55,17 @@ func registerWithContributionPredictionForNameForCurrency(reg Register, window t
if err != nil { if err != nil {
return err return err
} }
if time.Since(t) > time.Hour*24*180 { if time.Since(t) > time.Hour*24*180 || time.Now().Before(t) { // only include -6months..now
continue continue
} }
if v, ok := reg[d][name][currency]; ok { if v, ok := reg[d][name][currency]; ok && (len(contributions) == 0 || contributions[len(contributions)-1].v != v) {
contributions = append(contributions, contribution{t: t, v: v}) contributions = append(contributions, contribution{t: t, v: v})
} }
} }
sort.Slice(contributions, func(i, j int) bool { sort.Slice(contributions, func(i, j int) bool {
return contributions[i].t.Before(contributions[j].t) return contributions[i].t.Before(contributions[j].t)
}) })
if len(contributions) < 3 { if len(contributions) < 5 {
return nil return nil
} }
@@ -78,7 +85,7 @@ func registerWithContributionPredictionForNameForCurrency(reg Register, window t
slices.Sort(lapses) slices.Sort(lapses)
return lapses[len(lapses)/2] return lapses[len(lapses)/2]
} }
contributsSlice := func(percent float64) []contribution { contributionsSlice := func(percent float64) []contribution {
wouldBe := int(percent * float64(len(contributions))) wouldBe := int(percent * float64(len(contributions)))
if wouldBe == 0 { if wouldBe == 0 {
wouldBe = 2 wouldBe = 2
@@ -86,9 +93,9 @@ func registerWithContributionPredictionForNameForCurrency(reg Register, window t
return contributions[len(contributions)-1-wouldBe:] return contributions[len(contributions)-1-wouldBe:]
} }
eighth := contributsSlice(7.0 / 8.0) eighth := contributionsSlice(7.0 / 8.0)
quarter := contributsSlice(3.0 / 4.0) quarter := contributionsSlice(3.0 / 4.0)
half := contributsSlice(1.0 / 2.0) half := contributionsSlice(1.0 / 2.0)
medianValueDelta := func() float64 { medianValueDelta := func() float64 {
medians := []float64{ medians := []float64{
getMedianValueDelta(eighth), getMedianValueDelta(eighth),
@@ -108,23 +115,10 @@ func registerWithContributionPredictionForNameForCurrency(reg Register, window t
return medians[1] return medians[1]
}() }()
latest := func() float64 {
last := 0.0
for _, d := range reg.Dates() {
last = reg[d][name][currency]
}
return last
}()
for _, predictionTime := range predictionTimes(window) { for _, predictionTime := range predictionTimes(window) {
k := predictionTime.Format("2006-01") k := predictionTime.Format("2006-01")
if _, ok := reg[k]; !ok {
reg[k] = make(Balances)
}
if _, ok := reg[k][name]; !ok {
reg[k][name] = make(Balance)
}
expectedDelta := float64(predictionTime.Sub(time.Now())) * medianValueDelta / float64(medianLapse) expectedDelta := float64(predictionTime.Sub(time.Now())) * medianValueDelta / float64(medianLapse)
reg[k][name][currency] = latest + expectedDelta reg[k][name][currency] += expectedDelta
} }
return nil return nil
} }

View File

@@ -23,6 +23,9 @@ func TestRegisterPrediction(t *testing.T) {
for _, date := range got.Dates() { for _, date := range got.Dates() {
for _, name := range got.Names() { for _, name := range got.Names() {
t.Logf("%s | %s = %+v", date, name, got[date][name]) t.Logf("%s | %s = %+v", date, name, got[date][name])
if ti, _ := dateToTime(date); ti.After(time.Now().Add(time.Hour*24*60)) && got[date][name]["XYZ"] == 0 {
t.Error("predicting future contributions lost unmodified currency", got[date][name])
}
} }
} }
}) })
@@ -90,6 +93,6 @@ func newTestRegister() map[string]Balances {
s(lastYear.Add(day * 184)): Balances{"X": Balance{USD: 8}}, s(lastYear.Add(day * 184)): Balances{"X": Balance{USD: 8}},
s(lastYear.Add(day * 214)): Balances{"X": Balance{USD: 10}}, s(lastYear.Add(day * 214)): Balances{"X": Balance{USD: 10}},
s(lastYear.Add(day * 244)): Balances{"X": Balance{USD: 12}}, s(lastYear.Add(day * 244)): Balances{"X": Balance{USD: 12}},
s(lastYear.Add(day * 274)): Balances{"X": Balance{USD: 16}}, s(lastYear.Add(day * 274)): Balances{"X": Balance{USD: 16, "XYZ": 1}},
} }
} }