diff --git a/ledger/predict.go b/ledger/predict.go index 55d2238..9450c38 100644 --- a/ledger/predict.go +++ b/ledger/predict.go @@ -2,9 +2,10 @@ package ledger import ( "fmt" - "io" "maps" "regexp" + "slices" + "sort" "time" ) @@ -12,26 +13,97 @@ func RegisterWithContributionPrediction(reg Register, window time.Duration) (Reg result := make(Register) result.PushAll(reg) for _, name := range result.Names() { - subregister, err := registerWithContributionPredictionForName(result, window, name) + err := registerWithContributionPredictionForName(result, window, name) if err != nil { return nil, err } - result.PushAll(subregister) } return result, nil } -func registerWithContributionPredictionForName(reg Register, window time.Duration, name string) (Register, error) { - return nil, io.EOF +func registerWithContributionPredictionForName(reg Register, window time.Duration, name string) error { + currencies := make(map[Currency]int) + for d := range reg { + for c := range reg[d][name] { + currencies[c] = 1 + } + } + for c := range currencies { + err := registerWithContributionPredictionForNameForCurrency(reg, window, name, c) + if err != nil { + return err + } + } + return nil } -func registerWithContributionPredictionForNameForCurrency(reg Register, window time.Duration, name string, currency Currency) (Register, error) { - return nil, io.EOF - // find median contribution value+frequency in most recent half - // find median contribution value+frequency in most recent quarter - // find median contribution value+frequency in most recent eighth - // weighted averages of medians - // project +func registerWithContributionPredictionForNameForCurrency(reg Register, window time.Duration, name string, currency Currency) error { + type contribution struct { + t time.Time + v float64 + } + contributions := make([]contribution, 0) + for d := range reg { + t, err := dateToTime(d) + if err != nil { + return err + } + if v, ok := reg[d][name][currency]; ok { + contributions = append(contributions, contribution{t: t, v: v}) + } + } + sort.Slice(contributions, func(i, j int) bool { + return contributions[i].t.Before(contributions[j].t) + }) + + getMedianValueDelta := func(contributions []contribution) float64 { + values := make([]float64, len(contributions)) + for i := 1; i < len(contributions); i++ { + values[i] = contributions[i].v - contributions[i-1].v + } + slices.Sort(values) + return values[len(values)/2] + } + getMedianLapse := func(contributions []contribution) time.Duration { + lapses := make([]time.Duration, len(contributions)-1) + for i := 1; i < len(contributions); i++ { + lapses = append(lapses, contributions[i].t.Sub(contributions[i-1].t)) + } + slices.Sort(lapses) + return lapses[len(lapses)/2] + } + + eighth := contributions[int(7.0*len(contributions)/8.0):] + quarter := contributions[int(3.0*len(contributions)/4.0):] + half := contributions[int(1.0*len(contributions)/2.0):] + medianValueDelta := func() float64 { + return (4.0*getMedianValueDelta(eighth) + 2.0*getMedianValueDelta(quarter) + 1.0*getMedianValueDelta(half)) / (4.0 + 2.0 + 1.0) + }() + medianLapse := func() time.Duration { + return (4.0*getMedianLapse(eighth) + 2.0*getMedianLapse(quarter) + 1.0*getMedianLapse(half)) / (4.0 + 2.0 + 1.0) + }() + + latest := func() float64 { + max := 0.0 + for d := range reg { + if other := reg[d][name][currency]; other > max { + max = other + } + } + return max + }() + for _, predictionTime := range predictionTimes(window) { + 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) + reg[k][name][currency] = latest + expectedDelta + } + return nil } func BPIsWithFixedGrowthPrediction(bpis BPIs, window time.Duration, pattern string, apy float64) (BPIs, error) { diff --git a/ledger/predict_test.go b/ledger/predict_test.go index 1964393..5616cea 100644 --- a/ledger/predict_test.go +++ b/ledger/predict_test.go @@ -16,13 +16,15 @@ func TestRegisterPrediction(t *testing.T) { } t.Logf("%+v", got) - if len(got) != len(input)+1 { + if len(got) != len(input)+13 { t.Error(len(got)) } - if _, ok := got["2001-11"]; !ok { - t.Error(ok) + + for _, date := range got.Dates() { + for _, name := range got.Names() { + t.Logf("%s | %s = %+v", date, name, got[date][name]) + } } - t.Error("not impl") }) t.Run("compounding interest", func(t *testing.T) { diff --git a/ledger/register.go b/ledger/register.go index 062c07b..85f0624 100644 --- a/ledger/register.go +++ b/ledger/register.go @@ -8,7 +8,12 @@ import ( type Register map[string]Balances func (register Register) PushAll(other Register) { - TODO + for date := range other { + if _, ok := register[date]; !ok { + register[date] = make(Balances) + } + register[date].PushAll(other[date]) + } } func (register Register) Names() []string {