moonmath/moon/moon.go

package moon

import (
	"context"
	"math"
	"time"

	"code.humancabbage.net/sam/moonmath/coindesk"
	"github.com/sourcegraph/conc/pool"
)

type Math struct {
	Asset        coindesk.Asset
	CurrentPrice coindesk.Price
	Columns      []Column
	Goals        []Goal
	Labels       []string
}

func NewMath(asset coindesk.Asset, goals []Goal, bases []Base) (m Math) {
	if goals == nil || bases == nil {
		panic("goals and bases must be set")
	}
	m.Asset = asset
	m.Goals = goals
	m.Labels = []string{"Starting", "CDPR"}
	m.Columns = make([]Column, len(bases))
	for i := range bases {
		m.Columns[i].Base = bases[i]
	}
	for i := range goals {
		m.Labels = append(m.Labels, goals[i].Name)
	}
	return
}

func CDPR(days, gain float64) float64 {
	if gain <= 0 {
		return 0
	}
	cdpr := math.Pow(gain, 1/days)
	return cdpr
}

type Projection struct {
	Dates []time.Time
}

func ProjectDates(
	from time.Time, currentPrice float64, cdpr float64, goals []Goal,
) (p Projection) {
	if cdpr <= 0 {
		return
	}
	logP := math.Log(currentPrice)
	logR := math.Log(cdpr)
	for _, goal := range goals {
		daysToGo := (math.Log(goal.Value) - logP) / logR
		date := from.Add(time.Hour * 24 * time.Duration(daysToGo))
		p.Dates = append(p.Dates, date)
	}

	return
}

func (m *Math) Refresh(ctx context.Context) (err error) {
	resp, err := coindesk.GetAssetTickers(ctx, m.Asset)
	if err != nil {
		return
	}
	m.CurrentPrice = resp.Data[m.Asset].OHLC.Closing

	tasks := pool.New().WithErrors()
	tasks.WithMaxGoroutines(len(m.Columns))
	//tasks.WithMaxGoroutines(1)
	now := time.Now()

	for i := range m.Columns {
		c := &m.Columns[i]
		tasks.Go(func() error {
			c.StartingDate = c.Base.From(now)
			nextDay := c.StartingDate.Add(time.Hour * 24)
			resp, err := coindesk.GetPriceValues(ctx,
				m.Asset, c.StartingDate, nextDay)
			if err != nil {
				return err
			}
			if len(resp.Data.Entries) == 0 {
				c.Projections.Dates = nil
				return nil
			}
			c.StartingPrice = resp.Data.Entries[0].Price
			c.Gain = float64(m.CurrentPrice) / float64(c.StartingPrice)
			days := now.Sub(c.StartingDate).Hours() / 24
			c.CDPR = CDPR(days, c.Gain)
			c.Projections = ProjectDates(
				now, float64(m.CurrentPrice),
				c.CDPR, m.Goals,
			)
			return nil
		})
	}
	err = tasks.Wait()

	return
}

type Column struct {
	Base          Base
	StartingDate  time.Time
	StartingPrice coindesk.Price
	Gain          float64
	CDPR          float64
	Projections   Projection
}

var DefaultGoals = []Goal{
	{"$100k", 100000},
	{"$150k", 150000},
	{"$200k", 200000},
	{"$250k", 250000},
	{"$300k", 300000},
	{"$500k", 500000},
	{"$1m", 1000000},
}

var DefaultConstantBases = []ConstantBase{
	{"2020-", time.Unix(1577836800, 0)},
	{"2017-", time.Unix(1483228800, 0)},
}

var DefaultRelativeBases = []RelativeBase{
	{"Month", time.Duration(-30) * time.Hour * 24},
	{"Quarter", time.Duration(-90) * time.Hour * 24},
	{"Half-Year", time.Duration(-182) * time.Hour * 24},
	{"Year", time.Duration(-365) * time.Hour * 24},
}

type Goal struct {
	Name  string  `koanf:"name"`
	Value float64 `koanf:"value"`
}

// Base is a temporal point of comparison used for price projection.
type Base interface {
	From(now time.Time) time.Time
	Label() string
}

// ConstantBase is a base that is a constant time, e.g. 2020-01-01.
type ConstantBase struct {
	Name string    `koanf:"name"`
	Time time.Time `koanf:"time"`
}

func (cb ConstantBase) From(_ time.Time) time.Time {
	return cb.Time
}

func (cb ConstantBase) Label() string {
	return cb.Name
}

// RelativeBase is a base that is relative, e.g. "90 days ago."
type RelativeBase struct {
	Name   string        `koanf:"name"`
	Offset time.Duration `koanf:"offset"`
}

func (rb RelativeBase) From(now time.Time) time.Time {
	then := now.Add(time.Duration(rb.Offset))
	return then
}

func (rb RelativeBase) Label() string {
	return rb.Name
}