manifold/common/util/math.ts

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2022-06-14 15:27:50 +00:00
import { sortBy, sum } from 'lodash'
export const logInterpolation = (min: number, max: number, value: number) => {
if (value <= min) return 0
if (value >= max) return 1
return Math.log(value - min + 1) / Math.log(max - min + 1)
}
Numeric range markets!! (#146) * Numeric contract type * Create market numeric type * Add numeric graph (coded without testing) * Outline of numeric bet panel * Update bet panel logic * create numeric contracts * remove batching for antes for numeric markets * Remove focus * numeric market range [1, 100] * Zoom graph * Hide bet panels * getNumericBets * Add numeric resolution panel * Use getNumericBets in bet panel calc * Switch bucket count to 100 * Parallelize ante creation * placeBet for numeric markets * halve std of numeric bets * Update resolveMarket with numeric type * Set min and max for contract * lower std for numeric bets * calculateNumericDpmShares: use sorted order * Use min and max to map the input * Fix probability calc * normpdf variance mislabeled * range input * merge * change numeric graph color * fix getNewContract params * bet panel labels * validation * number input * fix bucketing * bucket input, numeric resolution panel * outcome label * merge * numeric bet panel on mobile * Make text underneath filled green answer bar selectable * Default to 'all' feed category when loading page. * fix numeric resolution panel * fix numeric bet panel calculations * display numeric resolution * don't render NumericBetPanel for non numeric markets * numeric bets: store shares, bet amounts across buckets in each bet object * restore your bets for numeric markets * numeric pnl calculations * remove hasUserHitManaLimit * contrain contract type * handle undefined allOutcomeShares * numeric ante bet amount * use correct amount for numeric dpm payouts * change numeric graph/outcome color * numeric constants * hack to show correct numeric payout in calculateDpmPayoutAfterCorrectBet * remove comment * fix ante display in bet list * halve bucket count * cast to NumericContract * fix merge imports * OUTCOME_TYPES * typo * lower bucket count to 200 * store raw numeric value with bet * store raw numeric resolution value * number input max length * create page: min, max to undefined if not numeric market * numeric resolution formatting * expected value for numeric markets * expected value for numeric markets * rearrange lines for readability * move normalpdf to util/math * show bets tab * check if outcomeMode is undefined * remove extraneous auto-merge cruft * hide comment status for numeric markets * import Co-authored-by: mantikoros <sgrugett@gmail.com>
2022-05-19 17:42:03 +00:00
export function normpdf(x: number, mean = 0, variance = 1) {
if (variance === 0) {
return x === mean ? Infinity : 0
}
return (
Math.exp((-0.5 * Math.pow(x - mean, 2)) / variance) /
Math.sqrt(TAU * variance)
)
}
export const TAU = Math.PI * 2
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export function median(xs: number[]) {
if (xs.length === 0) return NaN
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const sorted = sortBy(xs, (x) => x)
const mid = Math.floor(sorted.length / 2)
if (sorted.length % 2 === 0) {
return (sorted[mid - 1] + sorted[mid]) / 2
}
return sorted[mid]
}
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export function average(xs: number[]) {
return sum(xs) / xs.length
}
🧾 Limit orders! (#495) * Simple limit order UI * Update bet schema * Restrict bet panel / bet row to only CPMMBinaryContracts (all binary DPM are resolved) * Limit orders partway implemented * Update follow leaderboard copy * Change cpmm code to take some state instead of whole contract * Write more of matching algorithm * Fill in more of placebet * Use client side contract search for emulator * More correct matching * Merge branch 'main' into limit-orders * Some cleanup * Listen for unfilled bets in bet panel. Calculate how the probability moves based on open limit orders. * Simpler switching between bet & limit bet. * Render your open bets (unfilled limit orders) * Cancel bet endpoint. * Fix build error * Rename open bets to limit bets. Tweak payout calculation * Limit probability selector to 1-99 * Deduct user balance only on each fill. Store orderAmount of bet. Timestamp of fills. * Use floating equal to check if have shares * Add limit order switcher to mobile bet dialog * Support limit orders on numeric markets * Allow CORS exception for Vercel deployments * Remove console.logs * Update user balance by new bet amount * Tweak vercel cors * Try another regexp for vercel cors * Test another vercel regex * Slight notifications refactor * Fix docs edit link (#624) * Fix docs edit link * Update github links * Small groups UX changes * Groups UX on mobile * Leaderboards => Rankings on groups * Unused vars * create: remove automatic setting of log scale * Use react-query to cache notifications (#625) * Use react-query to cache notifications * Fix imports * Cleanup * Limit unseen notifs query * Catch the bounced query * Don't use interval * Unused var * Avoid flash of page nav * Give notification question priority & 2 lines * Right justify timestamps * Rewording * Margin * Simplify error msg * Be explicit about limit for unseen notifs * Pass limit > 0 * Remove category filters * Remove category selector references * Track notification clicks * Analyze tab usage * Bold more on new group chats * Add API route for listing a bets by user (#567) * Add API route for getting a user's bets * Refactor bets API to use /bets * Update /markets to use zod validation * Update docs * Clone missing indexes from firestore * Minor notif spacing adjustments * Enable tipping on group chats w/ notif (#629) * Tweak cors regex for vercel * Your limit bets * Implement selling shares * Merge branch 'main' into limit-orders * Fix lint * Move binary search to util file * Add note that there might be closed form * Add tooltip to explain limit probability * Tweak * Cancel your limit orders if you run out of money * Don't show amount error in probability input * Require limit prob to be >= .1% and <= 99.9% * Fix focus input bug * Simplify mobile betting dialog * Move mobile limit bets list into bet dialog. * Small fixes to existing sell shares client * Lint * Refactor useSaveShares to actually read from localStorage, use less bug-prone interface. * Fix NaN error * Remove TODO * Simple bet fill notification * Tweak wording * Sort limit bets by limit prob * Padding on limit bets * Match header size Co-authored-by: Ian Philips <iansphilips@gmail.com> Co-authored-by: ahalekelly <ahalekelly@gmail.com> Co-authored-by: mantikoros <sgrugett@gmail.com> Co-authored-by: Ben Congdon <ben@congdon.dev> Co-authored-by: Austin Chen <akrolsmir@gmail.com>
2022-07-10 18:05:44 +00:00
const EPSILON = 0.00000001
export function floatingEqual(a: number, b: number, epsilon = EPSILON) {
return Math.abs(a - b) < epsilon
}
export function floatingGreaterEqual(a: number, b: number, epsilon = EPSILON) {
return a + epsilon >= b
}
export function floatingLesserEqual(a: number, b: number, epsilon = EPSILON) {
return a - epsilon <= b
}