prediction COMPLETE
parent
bd4e0a913a
commit
eda1c564d4
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@ -2,9 +2,10 @@ package ledger
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import (
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import (
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"fmt"
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"fmt"
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"io"
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"maps"
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"maps"
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"regexp"
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"regexp"
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"slices"
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"sort"
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"time"
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"time"
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)
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)
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@ -12,26 +13,97 @@ func RegisterWithContributionPrediction(reg Register, window time.Duration) (Reg
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result := make(Register)
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result := make(Register)
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result.PushAll(reg)
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result.PushAll(reg)
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for _, name := range result.Names() {
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for _, name := range result.Names() {
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subregister, err := registerWithContributionPredictionForName(result, window, name)
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err := registerWithContributionPredictionForName(result, window, name)
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if err != nil {
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if err != nil {
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return nil, err
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return nil, err
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}
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}
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result.PushAll(subregister)
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}
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}
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return result, nil
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return result, nil
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}
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}
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func registerWithContributionPredictionForName(reg Register, window time.Duration, name string) (Register, error) {
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func registerWithContributionPredictionForName(reg Register, window time.Duration, name string) error {
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return nil, io.EOF
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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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}
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}
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for c := range currencies {
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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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}
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func registerWithContributionPredictionForNameForCurrency(reg Register, window time.Duration, name string, currency Currency) (Register, error) {
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func registerWithContributionPredictionForNameForCurrency(reg Register, window time.Duration, name string, currency Currency) error {
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return nil, io.EOF
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type contribution struct {
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// find median contribution value+frequency in most recent half
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t time.Time
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// find median contribution value+frequency in most recent quarter
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v float64
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// find median contribution value+frequency in most recent eighth
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}
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// weighted averages of medians
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contributions := make([]contribution, 0)
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// project
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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 v, ok := reg[d][name][currency]; ok {
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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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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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eighth := contributions[int(7.0*len(contributions)/8.0):]
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quarter := contributions[int(3.0*len(contributions)/4.0):]
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half := contributions[int(1.0*len(contributions)/2.0):]
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medianValueDelta := func() float64 {
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return (4.0*getMedianValueDelta(eighth) + 2.0*getMedianValueDelta(quarter) + 1.0*getMedianValueDelta(half)) / (4.0 + 2.0 + 1.0)
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}()
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medianLapse := func() time.Duration {
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return (4.0*getMedianLapse(eighth) + 2.0*getMedianLapse(quarter) + 1.0*getMedianLapse(half)) / (4.0 + 2.0 + 1.0)
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}()
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latest := func() float64 {
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max := 0.0
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for d := range reg {
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if other := reg[d][name][currency]; other > max {
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max = other
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}
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}
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return max
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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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}
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return nil
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}
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}
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func BPIsWithFixedGrowthPrediction(bpis BPIs, window time.Duration, pattern string, apy float64) (BPIs, error) {
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func BPIsWithFixedGrowthPrediction(bpis BPIs, window time.Duration, pattern string, apy float64) (BPIs, error) {
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@ -16,13 +16,15 @@ func TestRegisterPrediction(t *testing.T) {
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}
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}
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t.Logf("%+v", got)
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t.Logf("%+v", got)
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if len(got) != len(input)+1 {
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if len(got) != len(input)+13 {
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t.Error(len(got))
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t.Error(len(got))
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}
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}
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if _, ok := got["2001-11"]; !ok {
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t.Error(ok)
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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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}
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}
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}
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t.Error("not impl")
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})
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})
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t.Run("compounding interest", func(t *testing.T) {
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t.Run("compounding interest", func(t *testing.T) {
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@ -8,7 +8,12 @@ import (
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type Register map[string]Balances
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type Register map[string]Balances
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func (register Register) PushAll(other Register) {
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func (register Register) PushAll(other Register) {
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TODO
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for date := range other {
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if _, ok := register[date]; !ok {
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register[date] = make(Balances)
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}
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register[date].PushAll(other[date])
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}
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}
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}
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func (register Register) Names() []string {
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func (register Register) Names() []string {
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