Fix calculation bug where we weren't lenient enough and predicted slightly too high minimum prices

master
Mike Bryant 5 years ago
parent 0163e91ab4
commit 75cdbebf08

@ -1,3 +1,11 @@
function minimum_rate_from_given_and_base(given_price, buy_price) {
return (given_price - 0.5) / buy_price;
}
function maximum_rate_from_given_and_base(given_price, buy_price) {
return (given_price + 0.5) / buy_price;
}
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
@ -87,8 +95,8 @@ function* generate_pattern_0_with_lengths(given_prices, high_phase_1_len, dec_ph
}
min_pred = given_prices[i];
max_pred = given_prices[i];
min_rate = given_prices[i] / buy_price;
max_rate = given_prices[i] / buy_price;
min_rate = minimum_rate_from_given_and_base(given_prices[i], buy_price);
max_rate = maximum_rate_from_given_and_base(given_prices[i], buy_price);
}
predicted_prices.push({
@ -134,8 +142,8 @@ function* generate_pattern_0_with_lengths(given_prices, high_phase_1_len, dec_ph
}
min_pred = given_prices[i];
max_pred = given_prices[i];
min_rate = given_prices[i] / buy_price;
max_rate = given_prices[i] / buy_price;
min_rate = minimum_rate_from_given_and_base(given_prices[i], buy_price);
max_rate = maximum_rate_from_given_and_base(given_prices[i], buy_price);
}
predicted_prices.push({
@ -238,8 +246,8 @@ function* generate_pattern_1_with_peak(given_prices, peak_start) {
}
min_pred = given_prices[i];
max_pred = given_prices[i];
min_rate = given_prices[i] / buy_price;
max_rate = given_prices[i] / buy_price;
min_rate = minimum_rate_from_given_and_base(given_prices[i], buy_price);
max_rate = maximum_rate_from_given_and_base(given_prices[i], buy_price);
}
predicted_prices.push({
@ -322,8 +330,8 @@ function* generate_pattern_2(given_prices) {
}
min_pred = given_prices[i];
max_pred = given_prices[i];
min_rate = given_prices[i] / buy_price;
max_rate = given_prices[i] / buy_price;
min_rate = minimum_rate_from_given_and_base(given_prices[i], buy_price);
max_rate = maximum_rate_from_given_and_base(given_prices[i], buy_price);
}
predicted_prices.push({
@ -399,8 +407,8 @@ function* generate_pattern_3_with_peak(given_prices, peak_start) {
}
min_pred = given_prices[i];
max_pred = given_prices[i];
min_rate = given_prices[i] / buy_price;
max_rate = given_prices[i] / buy_price;
min_rate = minimum_rate_from_given_and_base(given_prices[i], buy_price);
max_rate = maximum_rate_from_given_and_base(given_prices[i], buy_price);
}
predicted_prices.push({
@ -467,8 +475,8 @@ function* generate_pattern_3_with_peak(given_prices, peak_start) {
}
min_pred = given_prices[i];
max_pred = given_prices[i];
min_rate = given_prices[i] / buy_price;
max_rate = given_prices[i] / buy_price;
min_rate = minimum_rate_from_given_and_base(given_prices[i], buy_price);
max_rate = maximum_rate_from_given_and_base(given_prices[i], buy_price);
}
predicted_prices.push({

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