Percentage change between numbers in multidimensional arrays
I have 3 arrays that contain 121 arrays, each with 3 elements.
The 3 arrays are stock returns. Each array contains data for 121 months, each month is its own array containing 3 elements. A Date ex: 1104537599000, percentage change and current value. The current value is how this percentage change affected the base amount of $ 50,000 from one month to the next.
Here is the array:
[[[1104537599000, 0.0, 50000.0], [1107215999000, -0.022456140350877143, 48877.192982456145], [1109635199000, 0.020920931186544887, 49899.74937343359], [1112313599000, -0.018282270215971806, 48987.468671679206], [1114905599000, -0.01872505883556736, 48070.1754385965], [1117583999000, 0.03222106360792481, 49619.047619047626], [1120175999000, 0.0015153045762198777, 49694.23558897244], [1122854399000, 0.03822876739963694, 51593.98496240603], [1125532799000, -0.009326726901777984, 51112.78195488723], [1128124799000, 0.007943512797881752, 51518.79699248121], [1130803199000, -0.023642732049036844, 50300.75187969925], [1133395199000, 0.04394618834080728, 52511.27819548873], [1136073599000, -0.0019091256204658538, 52411.02756892231], [1138751999000, 0.024005355776587516, 53669.17293233083], [1141171199000, 0.00579060427757546, 53979.949874686725], [1143849599000, 0.016436066487138974, 54867.1679197995], [1146441599000, 0.012698702722455697, 55563.9097744361], [1149119999000, -0.030130807397383753, 53889.724310776954], [1151711999000, 0.002604408892196085, 54030.07518796994], [1154390399000, 0.004453103256331661, 54270.676691729335], [1157068799000, 0.021797358455712564, 55453.634085213045], [1159660799000, 0.027027027027027112, 56952.38095238097], [1162339199000, 0.03150853722936101, 58746.867167919816], [1164931199000, 0.019880546075085312, 59914.786967418564], [1167609599000, 0.013385760896845933, 60716.79197994989], [1170287999000, 0.015025179559151386, 61629.07268170428], [1172707199000, -0.019601464009760036, 60421.05263157897], [1175385599000, 0.011614401858304226, 61122.80701754388], [1177977599000, 0.04428407413482045, 63829.57393483711], [1180655999000, 0.033924925396576044, 65994.9874686717], [1183247999000, -0.0146589700744342, 65027.56892230578], [1185926399000, -0.0312957681338163, 62992.48120300754], [1188604799000, 0.012890904750537158, 63804.51127819551], [1191196799000, 0.038651897242517094, 66270.67669172934], [1193875199000, 0.013614703880190475, 67172.93233082708], [1196467199000, -0.03872845310051488, 64571.42857142859], [1199145599000, -0.011256016146561005, 63844.611528822075], [1201823999000, -0.060532307450734145, 59979.94987468673], [1204329599000, -0.025823165635968606, 58431.0776942356], [1207007999000, -0.00892167796173966, 57909.77443609024], [1209599999000, 0.04769323985112096, 60671.67919799501], [1212278399000, 0.015118968935888948, 61588.97243107771], [1214870399000, -0.0835842760641329, 56441.102756892236], [1217548799000, -0.008969804618117149, 55934.83709273184], [1220227199000, 0.015413567523971671, 56796.992481203015], [1222819199000, -0.09416644603300682, 51448.62155388472], [1225497599000, -0.16523772408417764, 42947.36842105264], [1228089599000, -0.069561157796452, 39959.899749373435], [1230767999000, 0.009784244856999512, 40350.87719298246], [1233446399000, -0.08211180124223602, 37037.593984962405], [1235865599000, -0.10745703072134251, 33057.64411027569], [1238543999000, 0.08339651250947687, 35814.53634085213], [1241135999000, 0.09923023093072082, 39368.42105263158], [1243814399000, 0.058568882098293785, 41674.185463659145], [1246406399000, -0.0007216742843396953, 41644.11027568922], [1249084799000, 0.07462686567164183, 44751.87969924812], [1251763199000, 0.03696236559139782, 46406.015037593985], [1254355199000, 0.035428818319291434, 48050.125313283206], [1257033599000, -0.019194658877529767, 47127.819548872176], [1259625599000, 0.061582641991065806, 50030.075187969924], [1262303999000, 0.019036168720568996, 50982.45614035087], [1264982399000, -0.036279618523252365, 49132.8320802005], [1267401599000, 0.031218118751275274, 50666.666666666664], [1270079999000, 0.06084289671547295, 53749.37343358396], [1272671999000, 0.015480742329571915, 54581.453634085214], [1275350399000, -0.07943796491872537, 50245.61403508772], [1277942399000, -0.051775738228252176, 47644.11027568922], [1280620799000, 0.06827985270910057, 50897.24310776943], [1283299199000, -0.04500689383494197, 48606.51629072682], [1285891199000, 0.08961534495204701, 52962.406015037595], [1288569599000, 0.0382358508423245, 54987.468671679206], [1291161599000, 0.0, 54987.468671679206], [1293839999000, 0.06681859617137646, 58661.65413533835], [1296518399000, 0.023327351961035667, 60030.07518796993], [1298937599000, 0.034736138944555746, 62115.28822055138], [1301615999000, 8.069722401553516e-05, 62120.3007518797], [1304207999000, 0.02896796578713781, 63919.79949874686], [1306886399000, -0.011213927227101574, 63203.00751879699], [1309478399000, -0.016892695693552298, 62135.33834586466], [1312156799000, -0.020006453694740158, 60892.2305764411], [1314835199000, -0.054988475469213094, 57543.8596491228], [1317427199000, -0.06942508710801393, 53548.87218045112], [1320105599000, 0.10923897781522048, 59398.4962406015], [1322697599000, -0.00413502109704637, 59152.88220551378], [1325375999000, 0.010507584103042072, 59774.43609022556], [1328054399000, 0.04637316561844865, 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[1375315199000, 0.05167482361914444, 82937.34335839598], [1377993599000, -0.029977033724162987, 80451.12781954887], [1380585599000, 0.031651090342679204, 82997.49373433585], [1383263999000, 0.04626162580021739, 86837.09273182957], [1385855999000, 0.029669822211960205, 89413.53383458646], [1388534399000, 0.025899764547595048, 91729.32330827067], [1391212799000, -0.0352459016393442, 88496.24060150376], [1393631999000, 0.04553950722175016, 92526.31578947368], [1396310399000, 0.0082886396879571, 93293.23308270676], [1398902399000, 0.006931012250161144, 93939.84962406014], [1401580799000, 0.023211141347846936, 96120.30075187968], [1404172799000, 0.020650813516896162, 98105.26315789472], [1406851199000, -0.013437563866748391, 96786.96741854635], [1409529599000, 0.03946346263400489, 100606.51629072681], [1412121599000, -0.006925414777539808, 99909.77443609021], [1414799999000, 0.0, 99909.77443609021], [1417391999000, 0.0, 99909.77443609021], [1420070399000, 0.0, 99909.77443609021]], [[1104537599000, 0.0, 50000.0], [1107215999000, -0.0608349066498846, 46958.25466750577], [1109635199000, 0.0053607326334597916, 47209.98531571218], [1112313599000, -0.024439013552543912, 46056.21984476609], [1114905599000, -0.0876793441129582, 42018.040696454795], [1117583999000, 0.021218172740888525, 42909.58674218586], [1120175999000, 0.04204351014421917, 44713.6563876652], [1122854399000, 0.041050903119868636, 46549.19236417034], [1125532799000, -0.06602073005858494, 43475.9807006503], [1128124799000, 0.0007237635705668041, 43507.4470316761], [1130803199000, -0.06798457087753135, 40549.61191525067], [1133395199000, 0.01422659079151589, 41126.49465072372], [1136073599000, -0.0652894669727111, 38441.36773652191], [1138751999000, 0.04529331514324704, 40182.50471994965], [1141171199000, 0.011746280344557445, 40654.499685336676], [1143849599000, 0.01702786377708988, 41346.75896790433], [1146441599000, 0.047945205479452066, 43329.13782252988], [1149119999000, 0.018639554587266908, 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-0.010311540149188217, 47384.453781512595], [1149119999000, 0.033917091553979185, 48991.59663865545], [1151711999000, -0.004931389365351715, 48749.999999999985], [1154390399000, 0.04374057315233789, 50882.352941176454], [1157068799000, 0.0398431048720066, 52909.6638655462], [1159660799000, 0.004367679174111693, 53140.756302521], [1162339199000, 0.03775449693615332, 55147.0588235294], [1164931199000, -0.016571428571428525, 54233.193277310915], [1167609599000, 0.0017431725740847629, 54327.73109243696], [1170287999000, 0.01179427687548336, 54968.48739495797], [1172707199000, -0.05255111790559908, 52079.8319327731], [1175385599000, -0.042355788624445376, 49873.949579831926], [1177977599000, 0.06571187868576253, 53151.26050420168], [1180655999000, -0.00830039525691703, 52710.08403361344], [1183247999000, -0.026106018333997658, 51334.033613445376], [1185926399000, -0.018211581747493363, 50399.15966386555], [1188604799000, 0.028136723634847885, 51817.226890756305], [1191196799000, 0.06345023312385976, 55105.04201680673], [1193875199000, -0.008196721311475405, 54653.36134453782], [1196467199000, 0.04593503747837786, 57163.8655462185], [1199145599000, -0.015251745681734626, 56292.0168067227], [1201823999000, -0.053368165702556564, 53287.815126050424], [1204329599000, -0.012221565148827074, 52636.55462184874], [1207007999000, 0.04689682698064262, 55105.04201680673], [1209599999000, 0.03431185665268771, 56995.79831932773], [1212278399000, 0.0016586804275710177, 57090.336134453784], [1214870399000, -0.03587856485740576, 55042.01680672269], [1217548799000, 0.06412213740458014, 58571.42857142857], [1220227199000, 0.035329985652797685, 60640.75630252101], [1222819199000, -0.01628269530573355, 59653.36134453782], [1225497599000, -0.11463285789751713, 52815.12605042018], [1228089599000, -0.036992840095465385, 50861.34453781514], [1230767999000, 0.02127220156959936, 51943.27731092438], [1233446399000, -0.03579373104145608, 50084.03361344538], [1235865599000, -0.12604865771812077, 43771.00840336135], [1238543999000, 0.051835853131749376, 46039.91596638656], [1241135999000, -0.004563084645220072, 45829.831932773115], [1243814399000, 0.06303002521201008, 48718.48739495799], [1246406399000, 0.029538594221647205, 50157.56302521009], [1249084799000, 0.07204188481675387, 53771.008403361346], [1251763199000, 0.0007814026176987527, 53813.02521008404], [1254355199000, 0.00741752879172365, 54212.18487394958], [1257033599000, -0.030226700251889213, 52573.529411764706], [1259625599000, 0.07252747252747258, 56386.55462184874], [1262303999000, 0.02496274217585699, 57794.11764705883], [1264982399000, -0.02399127589967285, 56407.56302521009], [1267401599000, 0.009869646182495233, 56964.28571428571], [1270079999000, 0.034851558178130196, 58949.579831932766], [1272671999000, -0.013720598717034856, 58140.756302521004], [1275350399000, -0.08509485094850949, 53193.277310924364], [1277942399000, 0.013033175355450169, 53886.55462184873], [1280620799000, -0.01637426900584788, 53004.20168067226], [1283299199000, -0.009116131589377742, 52521.00840336134], [1285891199000, 0.08659999999999997, 57069.32773109243], [1288569599000, 0.028713418001104406, 58707.98319327731], [1291161599000, -0.026122741098586526, 57174.36974789916], [1293839999000, 0.004960499724416739, 57457.983193277316], [1296518399000, -0.03363802559414997, 55525.21008403361], [1298937599000, 0.03726825576995836, 57594.53781512605], [1301615999000, -0.03574685391209194, 55535.71428571429], [1304207999000, 0.10932475884244376, 61607.14285714286], [1306886399000, 0.03273657289002561, 63623.94957983194], [1309478399000, -0.011391778107974206, 62899.159663865554], [1312156799000, -0.02605210420841687, 61260.50420168068], [1314835199000, 0.024691358024691322, 62773.10924369748], [1317427199000, -0.03212851405622481, 60756.30252100841], [1320105599000, 0.01106500691562921, 61428.57142857143], [1322697599000, 0.014363885088919347, 62310.9243697479], [1325375999000, 0.013317599460552918, 63140.75630252101], [1328054399000, 0.004990850108135039, 63455.882352941175], [1330559999000, -0.00380731666942554, 63214.28571428572], [1333238399000, 0.013459621136590267, 64065.12605042017], [1335830399000, -0.012952943105427104, 63235.29411764706], [1338508799000, -0.03172757475083063, 61228.991596638654], [1341100799000, 0.08217533024532508, 66260.50420168067], [1343779199000, 0.02457197209892196, 67888.65546218486], [1346457599000, -0.01701995977100409, 66733.19327731091], [1349049599000, 0.021879427042342206, 68193.27731092436], [1351727999000, 0.02772643253234746, 70084.03361344537], [1354319999000, -0.006594724220623467, 69621.84873949579], [1356998399000, 0.005280627640313734, 69989.49579831932], [1359676799000, 0.054479963980189255, 73802.52100840336], [1362095999000, 0.03785937944776539, 76596.63865546219], [1364774399000, 0.07117388919363683, 82048.3193277311], [1367366399000, 0.04544872615542181, 85777.31092436974], [1370044799000, -0.00489835904971824, 85357.14285714286], [1372636799000, 0.01993600787595361, 87058.82352941175], [1375315199000, 0.08904440154440167, 94810.9243697479], [1377993599000, -0.06891203190782183, 88277.31092436974], [1380585599000, 0.0032127558305568298, 88560.92436974788], [1383263999000, 0.06831929782943887, 94611.3445378151], [1385855999000, 0.029310536249583668, 97384.45378151257], [1388534399000, -0.03246683205695169, 94222.68907563022], [1391212799000, -0.03411371237458197, 91008.4033613445], [1393631999000, 0.04882271468144049, 95451.68067226888], [1396310399000, 0.06624848684934516, 101775.21008403358], [1398902399000, 0.03116936732376918, 104947.4789915966], [1401580799000, 0.008707837053348058, 105861.3445378151], [1404172799000, 0.031156975590394924, 109159.66386554619], [1406851199000, -0.04330254041570439, 104432.77310924367], [1409529599000, 0.04335143834238586, 108960.08403361343], [1412121599000, 0.02072688711076826, 111218.48739495796], [1414799999000, 0.0, 111218.48739495796], [1417391999000, 0.0, 111218.48739495796], [1420070399000, 0.0, 111218.48739495796]]]
For each month of 121 months, I need to sum the current value and determine the percentage change from one month to the next.
Example:
S & P 500, Coke, Johnson and Johnson In month 1, all change values are 0 as the baseline
S&P 500 [1104537599000, 0.0, 50000.0]
Coke [1104537599000, 0.0, 50000.0]
Johnson & Johnson [1104537599000, 0.0, 50000.0]
In month 2 we will have the following:
S&P 500 [1107215999000, -0.022456140350877143, 48877.192982456145]
Coke [1107215999000, -0.0608349066498846, 46958.25466750577]
Johnson & Johnson [1107215999000, 0.020168067226890775, 51008.403361344535]
Given the total in month 1, which is 150,000, and the total in month 2, which is 146843.85101130645, find the percentage change between the two, which has a method that does this:
150000.percent_change(146843.85101130645) # -2.149323221202181
I need to pass this information into a new array. So I will have 1 array with 121 arrays in it, each containing 3 Date, Percentage change, Current Value elements.
Month 1 of the new array will be:
[1104537599000, 0.0, 150000.0]
Month 2 of the new array will be:
[1107215999000, -2.149323221202181, 146843.85101130645]
Note. To figure out the percentage change between two numbers, I expanded on the numeric class. Added method for calculating percentage change last_month_value.percent_change (this_month_value)
Note. I feel like my question is sloppy, but if I knew how to ask the question correctly, I'm sure I wouldn't need to ask it in the first place.
Your help is sincerely appreciated.
Thank.
+3
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4 answers
Here is a possible solution
I put your data array into a file and read it (so as not to clutter up the code.
This little script puts all data in totals
, entered by date. As each entry is added, it either starts a new hash entry for the date, or increases the total for that date. The second loop goes through and adds a diff percentage calculation. In the end, you will have an array where each entry will be a hash with the data you want. I had a script to print the first 10 to make sure it does the right thing.
#!/usr/bin/env ruby
require 'json'
require 'pry'
def percent_diff(v1, v2)
(v2.to_f - v1.to_f)/v2.to_f
end
input_data = JSON.parse(File.open("data.json").read)
# map from the input data into a hash keyed by date with total value in :value
totals = {}
input_data.each do |stock_entries|
stock_entries.each do |entry|
date, percent_diff, value = entry
totals[date] ||= { date: date, percent_change: 0.0, value: 0.0 }
totals[date][:value] += value
end
end
# compute percent diff
totals.values.sort_by {|v| v[:date]}.each_cons(2) do |slice|
slice[1][:percent_change] = percent_diff(slice[0][:value], slice[1][:value])
end
puts totals.first(10)
Here is the result I got.
1104537599000
{:date=>1104537599000, :percent_change=>0.0, :value=>150000.0}
1107215999000
{:date=>1107215999000, :percent_change=>-0.02149323221202182, :value=>146843.85101130645}
1109635199000
{:date=>1109635199000, :percent_change=>0.014821310613720667, :value=>149053.01200007013}
1112313599000
{:date=>1112313599000, :percent_change=>-0.005647533441134212, :value=>148215.95742400832}
1114905599000
{:date=>1114905599000, :percent_change=>-0.026238309931043882, :value=>144426.45142916893}
1117583999000
{:date=>1117583999000, :percent_change=>0.010245509825259486, :value=>145921.4915040906}
1120175999000
{:date=>1120175999000, :percent_change=>0.0013590558585571107, :value=>146120.0768505872}
1122854399000
{:date=>1122854399000, :percent_change=>0.019565453611450883, :value=>149036.0344694335}
1125532799000
{:date=>1125532799000, :percent_change=>-0.025839357045359643, :value=>145282.0399664619}
1128124799000
{:date=>1128124799000, :percent_change=>0.002426934263783225, :value=>145635.4877216363}
+1
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I am creating a hash as it would be a much better solution than using arrays. the month name is key for the hash, so all monthly data is added correctly even if any of the array has a different data order. This can be your generalized decision no matter how much company data you have.
stock_data is your data
# in_data is intermediate data which is hash that contains total for every month
in_data = stock_data.inject({}) do |res, company|
company.each do |month_data|
if res[month_data[0]]
res[month_data[0]] += month_data[2]
else
res.merge!(month_data[0] => month_data[2])
end
end
res
end
# sorting a hash on key and returns array or arrays
in_data = in_data.sort
result = in_data.collect.each_with_index do |val, index|
percent_diff = if index == 0
0
else
# in_data[index-1][2] since percent change value is already inserted in previous month
(in_data[index][1].to_f - in_data[index-1][2].to_f) / in_data[index][1].to_f
end
val.insert(1, percent_diff)
end
=> [[1104537599000, 0, 150000.0], [1107215999000, -0.02149323221202182, 146843.85101130645], [1109635199000, 0.014821310613720667, 149053.01200007013], [1112313599000, -0.005647533441134212, 148215.95742400832], [1114905599000, -0.026238309931043882, 144426.45142916893], [1117583999000, 0.010245509825259486, 145921.4915040906], [1120175999000, 0.0013590558585571107, 146120.0768505872], [1122854399000, 0.019565453611450883, 149036.0344694335], [1125532799000, -0.025839357045359643, 145282.0399664619], [1128124799000, 0.002426934263783225, 145635.4877216363]]
+2
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I hope I understand your requirements correctly and this helps:
class Numeric
def percent_of(n)
self.to_f / n.to_f * 100.0
end
end
data = [[[1104537599000, 0.0, 50000.0], [1107215999000, -0.022456140350877143, 48877.192982456145], [1109635199000, 0.020920931186544887, 49899.74937343359], [1112313599000, -0.018282270215971806, 48987.468671679206], [1114905599000, -0.01872505883556736, 48070.1754385965], [1117583999000, 0.03222106360792481, 49619.047619047626], [1120175999000, 0.0015153045762198777, 49694.23558897244], [1122854399000, 0.03822876739963694, 51593.98496240603], [1125532799000, -0.009326726901777984, 51112.78195488723], [1128124799000, 0.007943512797881752, 51518.79699248121], [1130803199000, -0.023642732049036844, 50300.75187969925], [1133395199000, 0.04394618834080728, 52511.27819548873], [1136073599000, -0.0019091256204658538, 52411.02756892231], [1138751999000, 0.024005355776587516, 53669.17293233083], [1141171199000, 0.00579060427757546, 53979.949874686725], [1143849599000, 0.016436066487138974, 54867.1679197995], [1146441599000, 0.012698702722455697, 55563.9097744361], [1149119999000, -0.030130807397383753, 53889.724310776954], [1151711999000, 0.002604408892196085, 54030.07518796994], [1154390399000, 0.004453103256331661, 54270.676691729335], [1157068799000, 0.021797358455712564, 55453.634085213045], [1159660799000, 0.027027027027027112, 56952.38095238097], [1162339199000, 0.03150853722936101, 58746.867167919816], [1164931199000, 0.019880546075085312, 59914.786967418564], [1167609599000, 0.013385760896845933, 60716.79197994989], [1170287999000, 0.015025179559151386, 61629.07268170428], [1172707199000, -0.019601464009760036, 60421.05263157897], [1175385599000, 0.011614401858304226, 61122.80701754388], [1177977599000, 0.04428407413482045, 63829.57393483711], [1180655999000, 0.033924925396576044, 65994.9874686717], [1183247999000, -0.0146589700744342, 65027.56892230578], [1185926399000, -0.0312957681338163, 62992.48120300754], [1188604799000, 0.012890904750537158, 63804.51127819551], [1191196799000, 0.038651897242517094, 66270.67669172934], [1193875199000, 0.013614703880190475, 67172.93233082708], [1196467199000, -0.03872845310051488, 64571.42857142859], [1199145599000, -0.011256016146561005, 63844.611528822075], [1201823999000, -0.060532307450734145, 59979.94987468673], [1204329599000, -0.025823165635968606, 58431.0776942356], [1207007999000, -0.00892167796173966, 57909.77443609024], [1209599999000, 0.04769323985112096, 60671.67919799501], [1212278399000, 0.015118968935888948, 61588.97243107771], [1214870399000, -0.0835842760641329, 56441.102756892236], [1217548799000, -0.008969804618117149, 55934.83709273184], [1220227199000, 0.015413567523971671, 56796.992481203015], [1222819199000, -0.09416644603300682, 51448.62155388472], [1225497599000, -0.16523772408417764, 42947.36842105264], [1228089599000, -0.069561157796452, 39959.899749373435], [1230767999000, 0.009784244856999512, 40350.87719298246], [1233446399000, -0.08211180124223602, 37037.593984962405], [1235865599000, -0.10745703072134251, 33057.64411027569], [1238543999000, 0.08339651250947687, 35814.53634085213], [1241135999000, 0.09923023093072082, 39368.42105263158], [1243814399000, 0.058568882098293785, 41674.185463659145], [1246406399000, -0.0007216742843396953, 41644.11027568922], [1249084799000, 0.07462686567164183, 44751.87969924812], [1251763199000, 0.03696236559139782, 46406.015037593985], [1254355199000, 0.035428818319291434, 48050.125313283206], [1257033599000, -0.019194658877529767, 47127.819548872176], [1259625599000, 0.061582641991065806, 50030.075187969924], [1262303999000, 0.019036168720568996, 50982.45614035087], [1264982399000, -0.036279618523252365, 49132.8320802005], [1267401599000, 0.031218118751275274, 50666.666666666664], [1270079999000, 0.06084289671547295, 53749.37343358396], [1272671999000, 0.015480742329571915, 54581.453634085214], [1275350399000, -0.07943796491872537, 50245.61403508772], [1277942399000, -0.051775738228252176, 47644.11027568922], [1280620799000, 0.06827985270910057, 50897.24310776943], [1283299199000, -0.04500689383494197, 48606.51629072682], [1285891199000, 0.08961534495204701, 52962.406015037595], [1288569599000, 0.0382358508423245, 54987.468671679206], [1291161599000, 0.0, 54987.468671679206], [1293839999000, 0.06681859617137646, 58661.65413533835], [1296518399000, 0.023327351961035667, 60030.07518796993], [1298937599000, 0.034736138944555746, 62115.28822055138], [1301615999000, 8.069722401553516e-05, 62120.3007518797], [1304207999000, 0.02896796578713781, 63919.79949874686], [1306886399000, -0.011213927227101574, 63203.00751879699], [1309478399000, -0.016892695693552298, 62135.33834586466], [1312156799000, -0.020006453694740158, 60892.2305764411], [1314835199000, -0.054988475469213094, 57543.8596491228], [1317427199000, -0.06942508710801393, 53548.87218045112], [1320105599000, 0.10923897781522048, 59398.4962406015], [1322697599000, -0.00413502109704637, 59152.88220551378], [1325375999000, 0.010507584103042072, 59774.43609022556], [1328054399000, 0.04637316561844865, 62546.36591478696], [1330559999000, 0.04335630710049685, 65258.14536340851], [1333238399000, 0.032183731469390874, 67358.39598997493], [1335830399000, -0.006697425212085174, 66907.26817042606], [1338508799000, -0.06000899011087797, 62892.23057644111], [1341100799000, 0.04056746632661197, 65443.6090225564], [1343779199000, 0.011795343137254841, 66215.5388471178], [1346457599000, 0.02505677517032553, 67874.68671679198], [1349049599000, 0.02540432759766633, 69598.99749373434], [1351727999000, -0.018221101908534397, 68330.82706766918], [1354319999000, 0.005648474178403831, 68716.79197994988], [1356998399000, 0.00897220803851477, 69333.33333333333], [1359676799000, 0.05118565644881443, 72882.20551378446], [1362095999000, 0.012723521320495146, 73809.5238095238], [1364774399000, 0.03796264855687609, 76611.52882205513], [1367366399000, 0.019235802146035055, 78085.21303258145], [1370044799000, 0.02362305815894214, 79929.82456140351], [1372636799000, -0.013357581838705604, 78862.15538847118], [1375315199000, 0.05167482361914444, 82937.34335839598], [1377993599000, -0.029977033724162987, 80451.12781954887], [1380585599000, 0.031651090342679204, 82997.49373433585], [1383263999000, 0.04626162580021739, 86837.09273182957], [1385855999000, 0.029669822211960205, 89413.53383458646], [1388534399000, 0.025899764547595048, 91729.32330827067], [1391212799000, -0.0352459016393442, 88496.24060150376], [1393631999000, 0.04553950722175016, 92526.31578947368], [1396310399000, 0.0082886396879571, 93293.23308270676], [1398902399000, 0.006931012250161144, 93939.84962406014], [1401580799000, 0.023211141347846936, 96120.30075187968], [1404172799000, 0.020650813516896162, 98105.26315789472], [1406851199000, -0.013437563866748391, 96786.96741854635], [1409529599000, 0.03946346263400489, 100606.51629072681], [1412121599000, -0.006925414777539808, 99909.77443609021], [1414799999000, 0.0, 99909.77443609021], [1417391999000, 0.0, 99909.77443609021], [1420070399000, 0.0, 99909.77443609021]], 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0.06345023312385976, 55105.04201680673], [1193875199000, -0.008196721311475405, 54653.36134453782], [1196467199000, 0.04593503747837786, 57163.8655462185], [1199145599000, -0.015251745681734626, 56292.0168067227], [1201823999000, -0.053368165702556564, 53287.815126050424], [1204329599000, -0.012221565148827074, 52636.55462184874], [1207007999000, 0.04689682698064262, 55105.04201680673], [1209599999000, 0.03431185665268771, 56995.79831932773], [1212278399000, 0.0016586804275710177, 57090.336134453784], [1214870399000, -0.03587856485740576, 55042.01680672269], [1217548799000, 0.06412213740458014, 58571.42857142857], [1220227199000, 0.035329985652797685, 60640.75630252101], [1222819199000, -0.01628269530573355, 59653.36134453782], [1225497599000, -0.11463285789751713, 52815.12605042018], [1228089599000, -0.036992840095465385, 50861.34453781514], [1230767999000, 0.02127220156959936, 51943.27731092438], [1233446399000, -0.03579373104145608, 50084.03361344538], [1235865599000, 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0.013317599460552918, 63140.75630252101], [1328054399000, 0.004990850108135039, 63455.882352941175], [1330559999000, -0.00380731666942554, 63214.28571428572], [1333238399000, 0.013459621136590267, 64065.12605042017], [1335830399000, -0.012952943105427104, 63235.29411764706], [1338508799000, -0.03172757475083063, 61228.991596638654], [1341100799000, 0.08217533024532508, 66260.50420168067], [1343779199000, 0.02457197209892196, 67888.65546218486], [1346457599000, -0.01701995977100409, 66733.19327731091], [1349049599000, 0.021879427042342206, 68193.27731092436], [1351727999000, 0.02772643253234746, 70084.03361344537], [1354319999000, -0.006594724220623467, 69621.84873949579], [1356998399000, 0.005280627640313734, 69989.49579831932], [1359676799000, 0.054479963980189255, 73802.52100840336], [1362095999000, 0.03785937944776539, 76596.63865546219], [1364774399000, 0.07117388919363683, 82048.3193277311], [1367366399000, 0.04544872615542181, 85777.31092436974], [1370044799000, -0.00489835904971824, 85357.14285714286], [1372636799000, 0.01993600787595361, 87058.82352941175], [1375315199000, 0.08904440154440167, 94810.9243697479], [1377993599000, -0.06891203190782183, 88277.31092436974], [1380585599000, 0.0032127558305568298, 88560.92436974788], [1383263999000, 0.06831929782943887, 94611.3445378151], [1385855999000, 0.029310536249583668, 97384.45378151257], [1388534399000, -0.03246683205695169, 94222.68907563022], [1391212799000, -0.03411371237458197, 91008.4033613445], [1393631999000, 0.04882271468144049, 95451.68067226888], [1396310399000, 0.06624848684934516, 101775.21008403358], [1398902399000, 0.03116936732376918, 104947.4789915966], [1401580799000, 0.008707837053348058, 105861.3445378151], [1404172799000, 0.031156975590394924, 109159.66386554619], [1406851199000, -0.04330254041570439, 104432.77310924367], [1409529599000, 0.04335143834238586, 108960.08403361343], [1412121599000, 0.02072688711076826, 111218.48739495796], [1414799999000, 0.0, 111218.48739495796], [1417391999000, 0.0, 111218.48739495796], [1420070399000, 0.0, 111218.48739495796]]]
base_stock = 0
date_i = 0
percentage_change_i = 1
value_i = 2
result = []
month_worth_size = data[base_stock].size
month_worth_size.times do |month|
date = data[base_stock][month][date_i]
total_value = 0
data.size.times do |stock_index|
total_value += data[stock_index][month][value_i]
end
if month == 0
percentage_change = data[base_stock][month][percentage_change_i]
else
percentage_change = -(result[month - 1][value_i].percent_of(total_value) - 100)
end
result[month] = [date, percentage_change, total_value]
end
p result
+1
source to share
I suggest you sum the values as follows.
code
def aggregate(a)
a.transpose.map do |b|
d, pc, cv = b.shift.zip(*b)
[d.first, *agg_one_month(pc,cv)]
end
end
private
def agg_one_month(pct_changes, curr_vals)
curr_tot = curr_vals.reduce(:+)
prev_tot = pct_changes.zip(curr_vals).map { |p,cv| cv/(1.0 + 0.01*p) }
.reduce(:+)
[100.0*((curr_tot-prev_tot)/prev_tot).round(6), curr_tot]
end
Example
To better show what's going on, I've pulled out the first four months for each of the three items, broken off 99000
the ends of all dates, and rounded the values:
a = [[[11045375, 0.0 , 50000.0 ], [11072159, -0.0225, 48877.19],
[11096351, 0.0209, 49899.75], [11123135, -0.0183, 48987.47]],
[[11045375, 0.0 , 50000.0 ], [11072159, -0.0608, 46958.25],
[11096351, 0.0054, 47209.99], [11123135, -0.0244, 46056.22]],
[[11045375, 0.0 , 50000.0 ], [11072159, 0.0202, 51008.4 ],
[11096351, 0.0183, 51943.28], [11123135, 0.0237, 53172.27]]]
aggregate(a)
#=> [[11045375, 0.0 , 150000.0 ],
# [11072159, -0.0199, 146843.84],
# [11096351, 0.0151, 149053.02],
# [11123135, -0.0051, 148215.96]]
aggregate
returns an array containing one element for each month. Each item contains the required information (with values rounded for readability).
Explanation
Let's look at the helper first agg_one_month
. If a
pct_changes = [-0.0225, -0.0608, 0.0202]
curr_vals = [48877.19, 46958.25, 51008.4]
then
agg_one_month(pct_changes, curr_vals)
#=> [-0.0199, 146843.84]
- simple calculation.
Now let's look at the steps the main method takes for the array a
above.
c = a.transpose
#=> [[[11045375, 0.0 , 50000.0 ], [11045375, 0.0 , 50000.0 ],
# [11045375, 0.0 , 50000.0 ]],
# [[11072159, -0.0225, 48877.19], [11072159, -0.0608, 46958.25],
# [11072159, 0.0202, 51008.4 ]],
# [[11096351, 0.0209, 49899.75], [11096351, 0.0054, 47209.99],
# [11096351, 0.0183, 51943.28]],
# [[11123135, -0.0183, 48987.47], [11123135, -0.0244, 46056.22],
# [11123135, 0.0237, 53172.27]]]
As you can see, the transpose has one element for each month.
Then
c.map do |b|
d, pc, cv = b.shift.zip(*b)
[d.first, *agg_one_month(pc,cv)]
end
gives the desired result. To see what happens here, consider the display of the second item c
. This element is passed to the block and assigned to the block variable:
b = [[11072159, -0.0225, 48877.19], [11072159, -0.0608, 46958.25],
[11072159, 0.0202, 51008.4 ]]
Now let's calculate:
e = b.shift
#=> [11072159, -0.0225, 48877.19]
b
#=> [[11072159, -0.0608, 46958.25], [11072159, 0.0202, 51008.4]]
f = e.zip(*b)
#=> [[11072159, 11072159, 11072159], [-0.0225, -0.0608, 0.0202],
# [48877.19, 46958.25, 51008.4 ]]
d #=> [11123135, 11123135, 11123135]
pc #=> [-0.0183, -0.0244, 0.0237]
cv #=> [48987.47, 46056.22, 53172.27]
g = agg_one_month(pc,cv)
#=> [-0.0051, 148215.96]
[d.first, *g]
#=> [11123135, *[-0.0051, 148215.96]]
#=> [11123135, -0.0051, 148215.96 ]
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