ana-ledger/ledger/predict.go

package ledger

import (
	"fmt"
	"maps"
	"regexp"
	"slices"
	"sort"
	"time"
)

func RegisterWithContributionPrediction(reg Register, window time.Duration) (Register, error) {
	result := make(Register)
	result.PushAll(reg)
	for _, name := range result.Names() {
		err := registerWithContributionPredictionForName(result, window, name)
		if err != nil {
			return nil, err
		}
	}
	return result, nil
}

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) 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) {
	last := map[Currency]struct {
		t string
		v float64
	}{}
	for currency, bpi := range bpis {
		for date, value := range bpi {
			if date > last[currency].t {
				was := last[currency]
				was.t = date
				was.v = value
				last[currency] = was
			}
		}
	}

	result := make(BPIs)
	p := regexp.MustCompile(pattern)
	for currency, v := range bpis {
		result[currency] = maps.Clone(v)
		if p.MatchString(string(currency)) {
			for _, predictionTime := range predictionTimes(window) {
				k2 := predictionTime.Format("2006-01")
				was := last[currency]
				was.v *= 1.0 + apy
				result[currency][k2] = was.v
				last[currency] = was
			}
		}
	}
	return result, nil
}

func RegisterWithCompoundingInterestPrediction(reg Register, window time.Duration, pattern string, apy float64) (Register, error) {
	lastBalances := make(Balances)
	p := regexp.MustCompile(pattern)
	for _, date := range reg.Dates() {
		for name := range reg[date] {
			if p.MatchString(name) {
				lastBalances[name] = reg[date][name]
			}
		}
	}

	result := maps.Clone(reg)
	for _, predictionTime := range predictionTimes(window) {
		k := predictionTime.Format("2006-01")
		if _, ok := result[k]; !ok {
			result[k] = make(Balances)
		}
		for name, balance := range lastBalances {
			balance2 := maps.Clone(balance)
			for k := range balance2 {
				balance2[k] *= 1.0 + (apy / 12)
			}
			result[k][name] = balance2
			lastBalances[name] = balance2
		}
	}

	return result, nil
}

func predictionTimes(window time.Duration) []time.Time {
	result := []time.Time{}
	last := time.Now()
	for last.Before(time.Now().Add(window)) {
		last = last.Add(-1 * time.Hour * 24 * time.Duration(last.Day())).Add(time.Hour * 24 * 33)
		result = append(result, last)
	}
	return result
}

func dateToTime(s string) (time.Time, error) {
	for _, layout := range []string{
		"2006-01-02",
		"2006-01",
	} {
		if t, err := time.ParseInLocation(layout, s, time.Local); err == nil {
			return t, err
		}
	}
	return time.Time{}, fmt.Errorf("no layout matching %q", s)
}