Refactor and move common parts out.

master
Pi-Hsun Shih 4 years ago
parent 0634b5e64c
commit 28e73937bc

@ -14,7 +14,7 @@ const PATTERN_COUNTS = {
[PATTERN.LARGE_SPIKE]: 7,
[PATTERN.DECREASING]: 1,
[PATTERN.SMALL_SPIKE]: 8,
}
};
const PROBABILITY_MATRIX = {
[PATTERN.FLUCTUATING]: {
@ -43,19 +43,187 @@ const PROBABILITY_MATRIX = {
},
};
const RATE_MULTIPLIER = 10000;
function intceil(val) {
return Math.trunc(val + 0.99999);
}
function minimum_rate_from_given_and_base(given_price, buy_price) {
return 10000 * (given_price - 0.99999) / buy_price;
return RATE_MULTIPLIER * (given_price - 0.99999) / buy_price;
}
function maximum_rate_from_given_and_base(given_price, buy_price) {
return 10000 * (given_price + 0.00001) / buy_price;
return RATE_MULTIPLIER * (given_price + 0.00001) / buy_price;
}
function get_price(rate, basePrice) {
return intceil(rate * basePrice / RATE_MULTIPLIER);
}
/*
* This corresponds to the code:
* for (int i = start; i < start + length; i++)
* {
* sellPrices[work++] =
* intceil(randfloat(rate_min / RATE_MULTIPLIER, rate_max / RATE_MULTIPLIER) * basePrice);
* }
*
* Would modify the predicted_prices array.
* If the given_prices won't match, returns false, otherwise returns true
*/
function generate_individual_random_price(
given_prices, predicted_prices, start, length, rate_min, rate_max) {
rate_min *= RATE_MULTIPLIER;
rate_max *= RATE_MULTIPLIER;
const buy_price = given_prices[0];
for (let i = start; i < start + length; i++) {
let min_pred = get_price(rate_min, buy_price);
let max_pred = get_price(rate_max, buy_price);
if (!isNaN(given_prices[i])) {
if (given_prices[i] < min_pred - FUDGE_FACTOR || given_prices[i] > max_pred + FUDGE_FACTOR) {
// Given price is out of predicted range, so this is the wrong pattern
return false;
}
min_pred = given_prices[i];
max_pred = given_prices[i];
}
predicted_prices.push({
min: min_pred,
max: max_pred,
});
}
return true;
}
/*
* This corresponds to the code:
* rate = randfloat(start_rate_min, start_rate_max);
* for (int i = start; i < start + length; i++)
* {
* sellPrices[work++] = intceil(rate * basePrice);
* rate -= randfloat(rate_decay_min, rate_decay_max);
* }
*
* Would modify the predicted_prices array.
* If the given_prices won't match, returns false, otherwise returns true
*/
function generate_decreasing_random_price(
given_prices, predicted_prices, start, length, rate_min,
rate_max, rate_decay_min, rate_decay_max) {
rate_min *= RATE_MULTIPLIER;
rate_max *= RATE_MULTIPLIER;
rate_decay_min *= RATE_MULTIPLIER;
rate_decay_max *= RATE_MULTIPLIER;
const buy_price = given_prices[0];
for (let i = start; i < start + length; i++) {
let min_pred = get_price(rate_min, buy_price);
let max_pred = get_price(rate_max, buy_price);
if (!isNaN(given_prices[i])) {
if (given_prices[i] < min_pred - FUDGE_FACTOR || given_prices[i] > max_pred + FUDGE_FACTOR) {
// Given price is out of predicted range, so this is the wrong pattern
return false;
}
if (given_prices[i] >= min_pred || given_prices[i] <= max_pred) {
// The value in the FUDGE_FACTOR range is ignored so the rate range would not be empty.
const real_rate_min = minimum_rate_from_given_and_base(given_prices[i], buy_price);
const real_rate_max = maximum_rate_from_given_and_base(given_prices[i], buy_price);
rate_min = Math.max(rate_min, real_rate_min);
rate_max = Math.min(rate_max, real_rate_max);
}
min_pred = given_prices[i];
max_pred = given_prices[i];
}
predicted_prices.push({
min: min_pred,
max: max_pred,
});
rate_min -= rate_decay_max;
rate_max -= rate_decay_min;
}
return true;
}
/*
* This corresponds to the code:
* rate = randfloat(rate_min, rate_max);
* sellPrices[work++] = intceil(randfloat(rate_min, rate) * basePrice) - 1;
* sellPrices[work++] = intceil(rate * basePrice);
* sellPrices[work++] = intceil(randfloat(rate_min, rate) * basePrice) - 1;
*
* Would modify the predicted_prices array.
* If the given_prices won't match, returns false, otherwise returns true
*/
function generate_peak_price(
given_prices, predicted_prices, start, rate_min, rate_max) {
rate_min *= RATE_MULTIPLIER;
rate_max *= RATE_MULTIPLIER;
const buy_price = given_prices[0];
// Main spike 1
min_pred = get_price(rate_min, buy_price) - 1;
max_pred = get_price(rate_max, buy_price) - 1;
if (!isNaN(given_prices[start])) {
if (given_prices[start] < min_pred - FUDGE_FACTOR || given_prices[peak_start + 2] > max_pred + FUDGE_FACTOR) {
// Given price is out of predicted range, so this is the wrong pattern
return false;
}
min_pred = given_prices[start];
max_pred = given_prices[start];
}
predicted_prices.push({
min: min_pred,
max: max_pred,
});
// Main spike 2
min_pred = predicted_prices[start].min;
max_pred = intceil(2.0 * buy_price);
if (!isNaN(given_prices[start + 1])) {
if (given_prices[start + 1] < min_pred - FUDGE_FACTOR || given_prices[start + 1] > max_pred + FUDGE_FACTOR) {
// Given price is out of predicted range, so this is the wrong pattern
return false;
}
min_pred = given_prices[start + 1];
max_pred = given_prices[start + 1];
}
predicted_prices.push({
min: min_pred,
max: max_pred,
});
// Main spike 3
min_pred = intceil(1.4 * buy_price) - 1;
max_pred = predicted_prices[start + 1].max - 1;
if (!isNaN(given_prices[start + 2])) {
if (given_prices[start + 2] < min_pred - FUDGE_FACTOR || given_prices[start + 2] > max_pred + FUDGE_FACTOR) {
// Given price is out of predicted range, so this is the wrong pattern
return false;
}
min_pred = given_prices[start + 2];
max_pred = given_prices[start + 2];
}
predicted_prices.push({
min: min_pred,
max: max_pred,
});
return true;
}
function* generate_pattern_0_with_lengths(given_prices, high_phase_1_len, dec_phase_1_len, high_phase_2_len, dec_phase_2_len, high_phase_3_len) {
function*
generate_pattern_0_with_lengths(
given_prices, high_phase_1_len, dec_phase_1_len, high_phase_2_len,
dec_phase_2_len, high_phase_3_len) {
/*
// PATTERN 0: high, decreasing, high, decreasing, high
work = 2;
@ -92,8 +260,8 @@ function* generate_pattern_0_with_lengths(given_prices, high_phase_1_len, dec_ph
}
*/
buy_price = given_prices[0];
var predicted_prices = [
const buy_price = given_prices[0];
const predicted_prices = [
{
min: buy_price,
max: buy_price,
@ -105,120 +273,45 @@ function* generate_pattern_0_with_lengths(given_prices, high_phase_1_len, dec_ph
];
// High Phase 1
for (var i = 2; i < 2 + high_phase_1_len; i++) {
min_pred = intceil(0.9 * buy_price);
max_pred = intceil(1.4 * buy_price);
if (!isNaN(given_prices[i])) {
if (given_prices[i] < min_pred - FUDGE_FACTOR || given_prices[i] > max_pred + FUDGE_FACTOR) {
// Given price is out of predicted range, so this is the wrong pattern
return;
}
min_pred = given_prices[i];
max_pred = given_prices[i];
}
predicted_prices.push({
min: min_pred,
max: max_pred,
});
if (!generate_individual_random_price(
given_prices, predicted_prices, 2, high_phase_1_len, 0.9, 1.4)) {
return;
}
// Dec Phase 1
var min_rate = 6000;
var max_rate = 8000;
for (var i = 2 + high_phase_1_len; i < 2 + high_phase_1_len + dec_phase_1_len; i++) {
min_pred = intceil(min_rate * buy_price / 10000);
max_pred = intceil(max_rate * buy_price / 10000);
if (!isNaN(given_prices[i])) {
if (given_prices[i] < min_pred - FUDGE_FACTOR || given_prices[i] > max_pred + FUDGE_FACTOR) {
// Given price is out of predicted range, so this is the wrong pattern
return;
}
min_pred = given_prices[i];
max_pred = given_prices[i];
min_rate = Math.max(minimum_rate_from_given_and_base(given_prices[i], buy_price), min_rate);
max_rate = Math.min(maximum_rate_from_given_and_base(given_prices[i], buy_price), max_rate);
}
predicted_prices.push({
min: min_pred,
max: max_pred,
});
min_rate -= 1000;
max_rate -= 400;
if (!generate_decreasing_random_price(
given_prices, predicted_prices, 2 + high_phase_1_len, dec_phase_1_len,
0.6, 0.8, 0.04, 0.1)) {
return;
}
// High Phase 2
for (var i = 2 + high_phase_1_len + dec_phase_1_len; i < 2 + high_phase_1_len + dec_phase_1_len + high_phase_2_len; i++) {
min_pred = intceil(0.9 * buy_price);
max_pred = intceil(1.4 * buy_price);
if (!isNaN(given_prices[i])) {
if (given_prices[i] < min_pred - FUDGE_FACTOR || given_prices[i] > max_pred + FUDGE_FACTOR) {
// Given price is out of predicted range, so this is the wrong pattern
return;
}
min_pred = given_prices[i];
max_pred = given_prices[i];
}
predicted_prices.push({
min: min_pred,
max: max_pred,
});
if (!generate_individual_random_price(given_prices, predicted_prices,
2 + high_phase_1_len + dec_phase_1_len, high_phase_2_len, 0.9, 1.4)) {
return;
}
// Dec Phase 2
var min_rate = 6000;
var max_rate = 8000;
for (var i = 2 + high_phase_1_len + dec_phase_1_len + high_phase_2_len; i < 2 + high_phase_1_len + dec_phase_1_len + high_phase_2_len + dec_phase_2_len; i++) {
min_pred = intceil(min_rate * buy_price / 10000);
max_pred = intceil(max_rate * buy_price / 10000);
if (!isNaN(given_prices[i])) {
if (given_prices[i] < min_pred - FUDGE_FACTOR || given_prices[i] > max_pred + FUDGE_FACTOR) {
// Given price is out of predicted range, so this is the wrong pattern
return;
}
min_pred = given_prices[i];
max_pred = given_prices[i];
min_rate = Math.max(minimum_rate_from_given_and_base(given_prices[i], buy_price), min_rate);
max_rate = Math.min(maximum_rate_from_given_and_base(given_prices[i], buy_price), max_rate);
}
predicted_prices.push({
min: min_pred,
max: max_pred,
});
min_rate -= 1000;
max_rate -= 400;
if (!generate_decreasing_random_price(
given_prices, predicted_prices,
2 + high_phase_1_len + dec_phase_1_len + high_phase_2_len,
dec_phase_2_len, 0.6, 0.8, 0.04, 0.1)) {
return;
}
// High Phase 3
if (2 + high_phase_1_len + dec_phase_1_len + high_phase_2_len + dec_phase_2_len + high_phase_3_len != 14) {
throw new Error("Phase lengths don't add up");
}
for (var i = 2 + high_phase_1_len + dec_phase_1_len + high_phase_2_len + dec_phase_2_len; i < 14; i++) {
min_pred = intceil(0.9 * buy_price);
max_pred = intceil(1.4 * buy_price);
if (!isNaN(given_prices[i])) {
if (given_prices[i] < min_pred - FUDGE_FACTOR || given_prices[i] > max_pred + FUDGE_FACTOR) {
// Given price is out of predicted range, so this is the wrong pattern
return;
}
min_pred = given_prices[i];
max_pred = given_prices[i];
}
predicted_prices.push({
min: min_pred,
max: max_pred,
});
const prev_length = 2 + high_phase_1_len + dec_phase_1_len +
high_phase_2_len + dec_phase_2_len;
if (!generate_individual_random_price(
given_prices, predicted_prices, prev_length, 14 - prev_length, 0.9,
1.4)) {
return;
}
yield {
pattern_description: "Fluctuating",
pattern_number: 0,
@ -265,8 +358,8 @@ function* generate_pattern_1_with_peak(given_prices, peak_start) {
}
*/
buy_price = given_prices[0];
var predicted_prices = [
const buy_price = given_prices[0];
const predicted_prices = [
{
min: buy_price,
max: buy_price,
@ -277,54 +370,21 @@ function* generate_pattern_1_with_peak(given_prices, peak_start) {
},
];
var min_rate = 8500;
var max_rate = 9000;
for (var i = 2; i < peak_start; i++) {
min_pred = intceil(min_rate * buy_price / 10000);
max_pred = intceil(max_rate * buy_price / 10000);
if (!isNaN(given_prices[i])) {
if (given_prices[i] < min_pred - FUDGE_FACTOR || given_prices[i] > max_pred + FUDGE_FACTOR) {
// Given price is out of predicted range, so this is the wrong pattern
return;
}
min_pred = given_prices[i];
max_pred = given_prices[i];
min_rate = Math.max(minimum_rate_from_given_and_base(given_prices[i], buy_price), min_rate);
max_rate = Math.min(maximum_rate_from_given_and_base(given_prices[i], buy_price), max_rate);
}
predicted_prices.push({
min: min_pred,
max: max_pred,
});
min_rate -= 500;
max_rate -= 300;
if (!generate_decreasing_random_price(
given_prices, predicted_prices, 2, peak_start - 2, 0.85, 0.9, 0.03,
0.05)) {
return;
}
// Now each day is independent of next
min_randoms = [0.9, 1.4, 2.0, 1.4, 0.9, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4]
max_randoms = [1.4, 2.0, 6.0, 2.0, 1.4, 0.9, 0.9, 0.9, 0.9, 0.9, 0.9]
for (var i = peak_start; i < 14; i++) {
min_pred = intceil(min_randoms[i - peak_start] * buy_price);
max_pred = intceil(max_randoms[i - peak_start] * buy_price);
if (!isNaN(given_prices[i])) {
if (given_prices[i] < min_pred - FUDGE_FACTOR || given_prices[i] > max_pred + FUDGE_FACTOR) {
// Given price is out of predicted range, so this is the wrong pattern
return;
}
min_pred = given_prices[i];
max_pred = given_prices[i];
for (let i = peak_start; i < 14; i++) {
if (!generate_individual_random_price(
given_prices, predicted_prices, i, 1, min_randoms[i - peak_start],
max_randoms[i - peak_start])) {
return;
}
predicted_prices.push({
min: min_pred,
max: max_pred,
});
}
yield {
pattern_description: "Large spike",
@ -353,9 +413,8 @@ function* generate_pattern_2(given_prices) {
break;
*/
buy_price = given_prices[0];
var predicted_prices = [
const buy_price = given_prices[0];
const predicted_prices = [
{
min: buy_price,
max: buy_price,
@ -366,32 +425,11 @@ function* generate_pattern_2(given_prices) {
},
];
var min_rate = 8500;
var max_rate = 9000;
for (var i = 2; i < 14; i++) {
min_pred = intceil(min_rate * buy_price / 10000);
max_pred = intceil(max_rate * buy_price / 10000);
if (!isNaN(given_prices[i])) {
if (given_prices[i] < min_pred - FUDGE_FACTOR || given_prices[i] > max_pred + FUDGE_FACTOR) {
// Given price is out of predicted range, so this is the wrong pattern
return;
}
min_pred = given_prices[i];
max_pred = given_prices[i];
min_rate = Math.max(minimum_rate_from_given_and_base(given_prices[i], buy_price), min_rate);
max_rate = Math.min(maximum_rate_from_given_and_base(given_prices[i], buy_price), max_rate);
}
predicted_prices.push({
min: min_pred,
max: max_pred,
});
min_rate -= 500;
max_rate -= 300;
if (!generate_decreasing_random_price(
given_prices, predicted_prices, 2, 14 - 2, 0.85, 0.9, 0.03, 0.05)) {
return;
}
yield {
pattern_description: "Decreasing",
pattern_number: 2,
@ -431,8 +469,8 @@ function* generate_pattern_3_with_peak(given_prices, peak_start) {
}
*/
buy_price = given_prices[0];
var predicted_prices = [
const buy_price = given_prices[0];
const predicted_prices = [
{
min: buy_price,
max: buy_price,
@ -442,130 +480,30 @@ function* generate_pattern_3_with_peak(given_prices, peak_start) {
max: buy_price,
},
];
let probability = 1;
var min_rate = 4000;
var max_rate = 9000;
for (var i = 2; i < peak_start; i++) {
min_pred = intceil(min_rate * buy_price / 10000);
max_pred = intceil(max_rate * buy_price / 10000);
if (!isNaN(given_prices[i])) {
if (given_prices[i] < min_pred - FUDGE_FACTOR || given_prices[i] > max_pred + FUDGE_FACTOR) {
// Given price is out of predicted range, so this is the wrong pattern
return;
}
min_pred = given_prices[i];
max_pred = given_prices[i];
min_rate = Math.max(minimum_rate_from_given_and_base(given_prices[i], buy_price), min_rate);
max_rate = Math.min(maximum_rate_from_given_and_base(given_prices[i], buy_price), max_rate);
}
predicted_prices.push({
min: min_pred,
max: max_pred,
});
min_rate -= 500;
max_rate -= 300;
if (!generate_decreasing_random_price(
given_prices, predicted_prices, 2, peak_start - 2, 0.4, 0.9, 0.03,
0.05)) {
return;
}
// The peak
for (var i = peak_start; i < peak_start + 2; i++) {
min_pred = intceil(0.9 * buy_price);
max_pred = intceil(1.4 * buy_price);
if (!isNaN(given_prices[i])) {
if (given_prices[i] < min_pred - FUDGE_FACTOR || given_prices[i] > max_pred + FUDGE_FACTOR) {
// Given price is out of predicted range, so this is the wrong pattern
return;
}
min_pred = given_prices[i];
max_pred = given_prices[i];
}
predicted_prices.push({
min: min_pred,
max: max_pred,
});
if (!generate_individual_random_price(
given_prices, predicted_prices, peak_start, 2, 0.9, 1.4)) {
return;
}
// Main spike 1
min_pred = intceil(1.4 * buy_price) - 1;
max_pred = intceil(2.0 * buy_price) - 1;
if (!isNaN(given_prices[peak_start + 2])) {
if (given_prices[peak_start + 2] < min_pred - FUDGE_FACTOR || given_prices[peak_start + 2] > max_pred + FUDGE_FACTOR) {
// Given price is out of predicted range, so this is the wrong pattern
return;
}
min_pred = given_prices[peak_start + 2];
max_pred = given_prices[peak_start + 2];
if (!generate_peak_price(
given_prices, predicted_prices, peak_start + 2, 1.4, 2.0)) {
return;
}
predicted_prices.push({
min: min_pred,
max: max_pred,
});
// Main spike 2
min_pred = predicted_prices[peak_start + 2].min;
max_pred = intceil(2.0 * buy_price);
if (!isNaN(given_prices[peak_start + 3])) {
if (given_prices[peak_start + 3] < min_pred - FUDGE_FACTOR || given_prices[peak_start + 3] > max_pred + FUDGE_FACTOR) {
// Given price is out of predicted range, so this is the wrong pattern
return;
}
min_pred = given_prices[peak_start + 3];
max_pred = given_prices[peak_start + 3];
}
predicted_prices.push({
min: min_pred,
max: max_pred,
});
// Main spike 3
min_pred = intceil(1.4 * buy_price) - 1;
max_pred = predicted_prices[peak_start + 3].max - 1;
if (!isNaN(given_prices[peak_start + 4])) {
if (given_prices[peak_start + 4] < min_pred - FUDGE_FACTOR || given_prices[peak_start + 4] > max_pred + FUDGE_FACTOR) {
// Given price is out of predicted range, so this is the wrong pattern
return;
}
min_pred = given_prices[peak_start + 4];
max_pred = given_prices[peak_start + 4];
}
predicted_prices.push({
min: min_pred,
max: max_pred,
});
if (peak_start + 5 < 14) {
var min_rate = 4000;
var max_rate = 9000;
for (var i = peak_start + 5; i < 14; i++) {
min_pred = intceil(min_rate * buy_price / 10000);
max_pred = intceil(max_rate * buy_price / 10000);
if (!isNaN(given_prices[i])) {
if (given_prices[i] < min_pred - FUDGE_FACTOR || given_prices[i] > max_pred + FUDGE_FACTOR) {
// Given price is out of predicted range, so this is the wrong pattern
return;
}
min_pred = given_prices[i];
max_pred = given_prices[i];
min_rate = Math.max(minimum_rate_from_given_and_base(given_prices[i], buy_price), min_rate);
max_rate = Math.min(maximum_rate_from_given_and_base(given_prices[i], buy_price), max_rate);
}
predicted_prices.push({
min: min_pred,
max: max_pred,
});
min_rate -= 500;
max_rate -= 300;
if (!generate_decreasing_random_price(
given_prices, predicted_prices, peak_start + 5,
14 - (peak_start + 5), 0.4, 0.9, 0.03, 0.05)) {
return;
}
}

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