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605 lines
17 KiB
JavaScript
605 lines
17 KiB
JavaScript
function minimum_rate_from_given_and_base(given_price, buy_price) {
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return 10000 * (given_price - 1) / buy_price;
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}
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function maximum_rate_from_given_and_base(given_price, buy_price) {
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return 10000 * given_price / buy_price;
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}
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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) {
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/*
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// PATTERN 0: high, decreasing, high, decreasing, high
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work = 2;
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// high phase 1
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for (int i = 0; i < hiPhaseLen1; i++)
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{
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sellPrices[work++] = intceil(randfloat(0.9, 1.4) * basePrice);
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}
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// decreasing phase 1
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rate = randfloat(0.8, 0.6);
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for (int i = 0; i < decPhaseLen1; i++)
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{
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sellPrices[work++] = intceil(rate * basePrice);
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rate -= 0.04;
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rate -= randfloat(0, 0.06);
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}
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// high phase 2
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for (int i = 0; i < (hiPhaseLen2and3 - hiPhaseLen3); i++)
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{
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sellPrices[work++] = intceil(randfloat(0.9, 1.4) * basePrice);
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}
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// decreasing phase 2
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rate = randfloat(0.8, 0.6);
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for (int i = 0; i < decPhaseLen2; i++)
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{
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sellPrices[work++] = intceil(rate * basePrice);
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rate -= 0.04;
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rate -= randfloat(0, 0.06);
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}
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// high phase 3
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for (int i = 0; i < hiPhaseLen3; i++)
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{
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sellPrices[work++] = intceil(randfloat(0.9, 1.4) * basePrice);
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}
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*/
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buy_price = given_prices[0];
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var predicted_prices = [
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{
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min: buy_price,
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max: buy_price,
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},
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{
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min: buy_price,
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max: buy_price,
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},
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];
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// High Phase 1
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for (var i = 2; i < 2 + high_phase_1_len; i++) {
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min_pred = Math.floor(0.9 * buy_price);
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max_pred = Math.ceil(1.4 * buy_price);
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if (!isNaN(given_prices[i])) {
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if (given_prices[i] < min_pred || given_prices[i] > max_pred ) {
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// Given price is out of predicted range, so this is the wrong pattern
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return;
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}
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min_pred = given_prices[i];
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max_pred = given_prices[i];
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}
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predicted_prices.push({
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min: min_pred,
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max: max_pred,
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});
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}
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// Dec Phase 1
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var min_rate = 6000;
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var max_rate = 8000;
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for (var i = 2 + high_phase_1_len; i < 2 + high_phase_1_len + dec_phase_1_len; i++) {
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min_pred = Math.floor(min_rate * buy_price / 10000);
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max_pred = Math.ceil(max_rate * buy_price / 10000);
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if (!isNaN(given_prices[i])) {
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if (given_prices[i] < min_pred || given_prices[i] > max_pred ) {
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// Given price is out of predicted range, so this is the wrong pattern
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return;
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}
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min_pred = given_prices[i];
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max_pred = given_prices[i];
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min_rate = minimum_rate_from_given_and_base(given_prices[i], buy_price);
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max_rate = maximum_rate_from_given_and_base(given_prices[i], buy_price);
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}
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predicted_prices.push({
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min: min_pred,
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max: max_pred,
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});
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min_rate -= 1000;
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max_rate -= 400;
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}
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// High Phase 2
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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++) {
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min_pred = Math.floor(0.9 * buy_price);
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max_pred = Math.ceil(1.4 * buy_price);
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if (!isNaN(given_prices[i])) {
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if (given_prices[i] < min_pred || given_prices[i] > max_pred ) {
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// Given price is out of predicted range, so this is the wrong pattern
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return;
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}
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min_pred = given_prices[i];
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max_pred = given_prices[i];
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}
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predicted_prices.push({
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min: min_pred,
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max: max_pred,
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});
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}
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// Dec Phase 2
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var min_rate = 6000;
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var max_rate = 8000;
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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++) {
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min_pred = Math.floor(min_rate * buy_price / 10000);
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max_pred = Math.ceil(max_rate * buy_price / 10000);
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if (!isNaN(given_prices[i])) {
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if (given_prices[i] < min_pred || given_prices[i] > max_pred ) {
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// Given price is out of predicted range, so this is the wrong pattern
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return;
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}
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min_pred = given_prices[i];
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max_pred = given_prices[i];
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min_rate = minimum_rate_from_given_and_base(given_prices[i], buy_price);
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max_rate = maximum_rate_from_given_and_base(given_prices[i], buy_price);
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}
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predicted_prices.push({
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min: min_pred,
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max: max_pred,
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});
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min_rate -= 1000;
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max_rate -= 400;
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}
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// High Phase 3
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if (2 + high_phase_1_len + dec_phase_1_len + high_phase_2_len + dec_phase_2_len + high_phase_3_len != 14) {
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throw new Error("Phase lengths don't add up");
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}
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for (var i = 2 + high_phase_1_len + dec_phase_1_len + high_phase_2_len + dec_phase_2_len; i < 14; i++) {
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min_pred = Math.floor(0.9 * buy_price);
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max_pred = Math.ceil(1.4 * buy_price);
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if (!isNaN(given_prices[i])) {
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if (given_prices[i] < min_pred || given_prices[i] > max_pred ) {
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// Given price is out of predicted range, so this is the wrong pattern
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return;
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}
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min_pred = given_prices[i];
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max_pred = given_prices[i];
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}
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predicted_prices.push({
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min: min_pred,
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max: max_pred,
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});
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}
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yield {
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pattern_description: "high, decreasing, high, decreasing, high",
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pattern_number: 0,
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prices: predicted_prices
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};
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}
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function* generate_pattern_0(given_prices) {
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/*
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decPhaseLen1 = randbool() ? 3 : 2;
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decPhaseLen2 = 5 - decPhaseLen1;
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hiPhaseLen1 = randint(0, 6);
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hiPhaseLen2and3 = 7 - hiPhaseLen1;
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hiPhaseLen3 = randint(0, hiPhaseLen2and3 - 1);
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*/
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for (var dec_phase_1_len = 2; dec_phase_1_len < 4; dec_phase_1_len++) {
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for (var high_phase_1_len = 0; high_phase_1_len < 7; high_phase_1_len++) {
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for (var high_phase_3_len = 0; high_phase_3_len < (7 - high_phase_1_len - 1 + 1); high_phase_3_len++) {
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yield* generate_pattern_0_with_lengths(given_prices, high_phase_1_len, dec_phase_1_len, 7 - high_phase_1_len - high_phase_3_len, 5 - dec_phase_1_len, high_phase_3_len);
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}
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}
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}
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}
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function* generate_pattern_1_with_peak(given_prices, peak_start) {
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/*
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// PATTERN 1: decreasing middle, high spike, random low
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peakStart = randint(3, 9);
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rate = randfloat(0.9, 0.85);
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for (work = 2; work < peakStart; work++)
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{
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sellPrices[work] = intceil(rate * basePrice);
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rate -= 0.03;
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rate -= randfloat(0, 0.02);
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}
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sellPrices[work++] = intceil(randfloat(0.9, 1.4) * basePrice);
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sellPrices[work++] = intceil(randfloat(1.4, 2.0) * basePrice);
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sellPrices[work++] = intceil(randfloat(2.0, 6.0) * basePrice);
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sellPrices[work++] = intceil(randfloat(1.4, 2.0) * basePrice);
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sellPrices[work++] = intceil(randfloat(0.9, 1.4) * basePrice);
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for (; work < 14; work++)
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{
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sellPrices[work] = intceil(randfloat(0.4, 0.9) * basePrice);
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}
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*/
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buy_price = given_prices[0];
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var predicted_prices = [
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{
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min: buy_price,
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max: buy_price,
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},
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{
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min: buy_price,
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max: buy_price,
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},
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];
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var min_rate = 8500;
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var max_rate = 9000;
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for (var i = 2; i < peak_start; i++) {
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min_pred = Math.floor(min_rate * buy_price / 10000);
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max_pred = Math.ceil(max_rate * buy_price / 10000);
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if (!isNaN(given_prices[i])) {
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if (given_prices[i] < min_pred || given_prices[i] > max_pred ) {
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// Given price is out of predicted range, so this is the wrong pattern
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return;
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}
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min_pred = given_prices[i];
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max_pred = given_prices[i];
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min_rate = minimum_rate_from_given_and_base(given_prices[i], buy_price);
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max_rate = maximum_rate_from_given_and_base(given_prices[i], buy_price);
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}
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predicted_prices.push({
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min: min_pred,
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max: max_pred,
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});
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min_rate -= 500;
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max_rate -= 300;
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}
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// Now each day is independent of next
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min_randoms = [0.9, 1.4, 2.0, 1.4, 0.9, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4]
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max_randoms = [1.4, 2.0, 6.0, 2.0, 1.4, 0.9, 0.9, 0.9, 0.9, 0.9, 0.9]
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for (var i = peak_start; i < 14; i++) {
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min_pred = Math.floor(min_randoms[i - peak_start] * buy_price);
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max_pred = Math.ceil(max_randoms[i - peak_start] * buy_price);
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if (!isNaN(given_prices[i])) {
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if (given_prices[i] < min_pred || given_prices[i] > max_pred ) {
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// Given price is out of predicted range, so this is the wrong pattern
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return;
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}
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min_pred = given_prices[i];
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max_pred = given_prices[i];
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}
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predicted_prices.push({
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min: min_pred,
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max: max_pred,
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});
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}
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yield {
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pattern_description: "decreasing, high spike, random lows",
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pattern_number: 1,
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prices: predicted_prices
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};
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}
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function* generate_pattern_1(given_prices) {
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for (var peak_start = 3; peak_start < 10; peak_start++) {
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yield* generate_pattern_1_with_peak(given_prices, peak_start);
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}
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}
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function* generate_pattern_2(given_prices) {
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/*
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// PATTERN 2: consistently decreasing
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rate = 0.9;
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rate -= randfloat(0, 0.05);
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for (work = 2; work < 14; work++)
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{
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sellPrices[work] = intceil(rate * basePrice);
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rate -= 0.03;
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rate -= randfloat(0, 0.02);
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}
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break;
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*/
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buy_price = given_prices[0];
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var predicted_prices = [
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{
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min: buy_price,
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max: buy_price,
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},
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{
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min: buy_price,
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max: buy_price,
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},
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];
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var min_rate = 8500;
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var max_rate = 9000;
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for (var i = 2; i < 14; i++) {
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min_pred = Math.floor(min_rate * buy_price / 10000);
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max_pred = Math.ceil(max_rate * buy_price / 10000);
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if (!isNaN(given_prices[i])) {
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if (given_prices[i] < min_pred || given_prices[i] > max_pred ) {
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// Given price is out of predicted range, so this is the wrong pattern
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return;
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}
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min_pred = given_prices[i];
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max_pred = given_prices[i];
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min_rate = minimum_rate_from_given_and_base(given_prices[i], buy_price);
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max_rate = maximum_rate_from_given_and_base(given_prices[i], buy_price);
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}
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predicted_prices.push({
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min: min_pred,
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max: max_pred,
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});
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min_rate -= 500;
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max_rate -= 300;
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}
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yield {
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pattern_description: "always decreasing",
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pattern_number: 2,
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prices: predicted_prices
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};
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}
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function* generate_pattern_3_with_peak(given_prices, peak_start) {
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/*
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// PATTERN 3: decreasing, spike, decreasing
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peakStart = randint(2, 9);
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// decreasing phase before the peak
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rate = randfloat(0.9, 0.4);
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for (work = 2; work < peakStart; work++)
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{
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sellPrices[work] = intceil(rate * basePrice);
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rate -= 0.03;
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rate -= randfloat(0, 0.02);
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}
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sellPrices[work++] = intceil(randfloat(0.9, 1.4) * (float)basePrice);
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sellPrices[work++] = intceil(randfloat(0.9, 1.4) * basePrice);
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rate = randfloat(1.4, 2.0);
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sellPrices[work++] = intceil(randfloat(1.4, rate) * basePrice) - 1;
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sellPrices[work++] = intceil(rate * basePrice);
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sellPrices[work++] = intceil(randfloat(1.4, rate) * basePrice) - 1;
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// decreasing phase after the peak
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if (work < 14)
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{
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rate = randfloat(0.9, 0.4);
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for (; work < 14; work++)
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{
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sellPrices[work] = intceil(rate * basePrice);
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rate -= 0.03;
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rate -= randfloat(0, 0.02);
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}
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}
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*/
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buy_price = given_prices[0];
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var predicted_prices = [
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{
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min: buy_price,
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max: buy_price,
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},
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{
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min: buy_price,
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max: buy_price,
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},
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];
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var min_rate = 4000;
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var max_rate = 9000;
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for (var i = 2; i < peak_start; i++) {
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min_pred = Math.floor(min_rate * buy_price / 10000);
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max_pred = Math.ceil(max_rate * buy_price / 10000);
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if (!isNaN(given_prices[i])) {
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if (given_prices[i] < min_pred || given_prices[i] > max_pred ) {
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// Given price is out of predicted range, so this is the wrong pattern
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return;
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}
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min_pred = given_prices[i];
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max_pred = given_prices[i];
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min_rate = minimum_rate_from_given_and_base(given_prices[i], buy_price);
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max_rate = maximum_rate_from_given_and_base(given_prices[i], buy_price);
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}
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predicted_prices.push({
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min: min_pred,
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max: max_pred,
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});
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min_rate -= 500;
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max_rate -= 300;
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}
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// The peak
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for (var i = peak_start; i < peak_start+2; i++) {
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min_pred = Math.floor(0.9 * buy_price);
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max_pred = Math.ceil(1.4 * buy_price);
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if (!isNaN(given_prices[i])) {
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if (given_prices[i] < min_pred || given_prices[i] > max_pred ) {
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// Given price is out of predicted range, so this is the wrong pattern
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return;
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}
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min_pred = given_prices[i];
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max_pred = given_prices[i];
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}
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predicted_prices.push({
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min: min_pred,
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max: max_pred,
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});
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}
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// Main spike 1
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min_pred = Math.floor(1.4 * buy_price) - 1;
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max_pred = Math.ceil(2.0 * buy_price) - 1;
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if (!isNaN(given_prices[peak_start+2])) {
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if (given_prices[peak_start+2] < min_pred || given_prices[peak_start+2] > max_pred ) {
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// Given price is out of predicted range, so this is the wrong pattern
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return;
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}
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min_pred = given_prices[peak_start+2];
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max_pred = given_prices[peak_start+2];
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}
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predicted_prices.push({
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min: min_pred,
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max: max_pred,
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});
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// Main spike 2
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min_pred = predicted_prices[peak_start+2].min;
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max_pred = Math.ceil(2.0 * buy_price);
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if (!isNaN(given_prices[peak_start+3])) {
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if (given_prices[peak_start+3] < min_pred || given_prices[peak_start+3] > max_pred ) {
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// Given price is out of predicted range, so this is the wrong pattern
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return;
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}
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min_pred = given_prices[peak_start+3];
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max_pred = given_prices[peak_start+3];
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}
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predicted_prices.push({
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min: min_pred,
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max: max_pred,
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});
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// Main spike 3
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min_pred = Math.floor(1.4 * buy_price) - 1;
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max_pred = predicted_prices[peak_start+3].max - 1;
|
|
if (!isNaN(given_prices[peak_start+4])) {
|
|
if (given_prices[peak_start+4] < min_pred || given_prices[peak_start+4] > max_pred ) {
|
|
// 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 = Math.floor(min_rate * buy_price / 10000);
|
|
max_pred = Math.ceil(max_rate * buy_price / 10000);
|
|
|
|
|
|
if (!isNaN(given_prices[i])) {
|
|
if (given_prices[i] < min_pred || given_prices[i] > max_pred ) {
|
|
// 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 = 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({
|
|
min: min_pred,
|
|
max: max_pred,
|
|
});
|
|
|
|
min_rate -= 500;
|
|
max_rate -= 300;
|
|
}
|
|
}
|
|
|
|
yield {
|
|
pattern_description: "decreasing, spike, decreasing",
|
|
pattern_number: 3,
|
|
prices: predicted_prices
|
|
};
|
|
}
|
|
|
|
function* generate_pattern_3(given_prices) {
|
|
for (var peak_start = 2; peak_start < 10; peak_start++) {
|
|
yield* generate_pattern_3_with_peak(given_prices, peak_start);
|
|
}
|
|
}
|
|
|
|
|
|
function* generate_possibilities(sell_prices) {
|
|
if (!isNaN(sell_prices[0])) {
|
|
yield* generate_pattern_0(sell_prices);
|
|
yield* generate_pattern_1(sell_prices);
|
|
yield* generate_pattern_2(sell_prices);
|
|
yield* generate_pattern_3(sell_prices);
|
|
} else {
|
|
for (var buy_price = 90; buy_price <= 110; buy_price++) {
|
|
sell_prices[0] = sell_prices[1] = buy_price;
|
|
yield* generate_pattern_0(sell_prices);
|
|
yield* generate_pattern_1(sell_prices);
|
|
yield* generate_pattern_2(sell_prices);
|
|
yield* generate_pattern_3(sell_prices);
|
|
}
|
|
}
|
|
}
|
|
|
|
function analyze_possibilities(sell_prices) {
|
|
generated_possibilities = Array.from(generate_possibilities(sell_prices));
|
|
|
|
global_min_max = [];
|
|
for (var day = 0; day < 14; day++) {
|
|
prices = {
|
|
min: 999,
|
|
max: 0,
|
|
}
|
|
for (let poss of generated_possibilities) {
|
|
if (poss.prices[day].min < prices.min) {
|
|
prices.min = poss.prices[day].min;
|
|
}
|
|
if (poss.prices[day].max > prices.max) {
|
|
prices.max = poss.prices[day].max;
|
|
}
|
|
}
|
|
global_min_max.push(prices);
|
|
}
|
|
|
|
generated_possibilities.push({
|
|
pattern_description: "predicted min/max across all patterns",
|
|
pattern_number: 4,
|
|
prices: global_min_max,
|
|
});
|
|
|
|
for (let poss of generated_possibilities) {
|
|
var weekMins = [];
|
|
var weekMaxes = [];
|
|
for (let day of poss.prices.slice(2)) {
|
|
weekMins.push(day.min);
|
|
weekMaxes.push(day.max);
|
|
}
|
|
poss.weekMin = Math.min(...weekMins);
|
|
poss.weekMax = Math.max(...weekMaxes);
|
|
}
|
|
|
|
generated_possibilities.sort((a, b) => a.weekMax < b.weekMax);
|
|
|
|
return generated_possibilities;
|
|
}
|