/// <summary> y = (a / x) + b の形の関数として Rt の減衰を計算する </summary>
/// <returns>計算された予測Rtの日数を返す</returns>
public int CalcAndCopyPredictRt(double[] rts, int startIdx, double[] predRt, int realDays, int extensionDays)
{
if (extensionDays == 0)
{
extensionDays = Constants.EXTENSION_DAYS;
}
double rt0 = rts[startIdx];
if (Fourstep)
{
// 多段階モード
double decayFactor = 10000;
double rt1 = Rt1;
int daysToRt1 = DaysToRt1;
//if (daysToRt1 < 1) daysToRt1 = Constants.DAYS_TO_NEXT_RT;
double a1 = 0, b1 = 0;
if (daysToRt1 > 0)
{
a1 = (rt0 - rt1) * (decayFactor + daysToRt1) * decayFactor / daysToRt1;
b1 = rt0 - (a1 / decayFactor);
}
else
{
daysToRt1 = 0;
rt1 = rt0;
}
// Rt1に到達してから
double rt2 = Rt2;
int daysToRt2 = DaysToRt2;
//if (daysToRt2 == 0) daysToRt2 = Constants.DAYS_TO_NEXT_RT;
double a2 = 0, b2 = 0;
if (daysToRt2 > 0)
{
a2 = (rt1 - rt2) * (decayFactor + daysToRt2) * decayFactor / daysToRt2;
b2 = rt1 - (a2 / decayFactor);
}
else
{
daysToRt2 = 0;
rt2 = rt1;
}
// Rt2に到達してから
double rt3 = Rt3;
int daysToRt3 = DaysToRt3;
//if (daysToRt3 == 0) daysToRt3 = Constants.DAYS_TO_NEXT_RT;
double a3 = 0, b3 = 0;
if (daysToRt3 > 0)
{
a3 = (rt2 - rt3) * (decayFactor + daysToRt3) * decayFactor / daysToRt3;
b3 = rt2 - (a3 / decayFactor);
}
else
{
daysToRt3 = 0;
rt3 = rt2;
}
// Rt3に到達してから
double rt4 = Rt4;
int daysToRt4 = DaysToRt4;
//if (daysToRt4 == 0) daysToRt4 = Constants.DAYS_TO_NEXT_RT;
double a4 = 0, b4 = 0;
if (daysToRt4 > 0)
{
a4 = (rt3 - rt4) * (decayFactor + daysToRt4) * decayFactor / daysToRt4;
b4 = rt3 - (a4 / decayFactor);
}
else
{
daysToRt4 = 0;
rt4 = rt3;
}
// Rt4に到達してから
double rt5 = Rt5;
int daysToRt5 = DaysToRt5;
//if (daysToRt5 == 0) daysToRt5 = Constants.DAYS_TO_NEXT_RT;
double a5 = 0, b5 = 0;
if (daysToRt5 > 0)
{
a5 = (rt4 - rt5) * (decayFactor + daysToRt5) * decayFactor / daysToRt5;
b5 = rt4 - (a5 / decayFactor);
}
else
{
daysToRt5 = 0;
rt5 = rt4;
}
// Rt5に到達してから
double rt6 = Rt6;
int daysToRt6 = DaysToRt6;
//if (daysToRt6 == 0) daysToRt6 = Constants.DAYS_TO_NEXT_RT;
double a6 = 0, b6 = 0;
if (daysToRt6 > 0)
{
a6 = (rt5 - rt6) * (decayFactor + daysToRt6) * decayFactor / daysToRt6;
b6 = rt5 - (a6 / decayFactor);
}
else
{
daysToRt6 = 0;
rt6 = rt5;
}
int copyLen = ((daysToRt1 + daysToRt2 + daysToRt3 + daysToRt4 + daysToRt5 + daysToRt6)._lowLimit(realDays - startIdx) + extensionDays)._highLimit(predRt.Length - startIdx);
double rt = 0;
for (int i = 0; i < copyLen; ++i)
{
if (i == 0)
{
rt = rt0;
}
else if (daysToRt1 + daysToRt2 + daysToRt3 + daysToRt4 + daysToRt5 + daysToRt6 == 0)
{
rt = 0;
}
else if (i <= daysToRt1)
{
rt = a1 / (decayFactor + i) + b1;
}
else if (i <= daysToRt1 + daysToRt2)
{
rt = a2 / (decayFactor + i - daysToRt1) + b2;
if (rt1 > rt2)
{
if (rt < rt2)
{
rt = rt2;
}
}
else
{
if (rt > rt2)
{
rt = rt2;
}
}
}
else if (i <= daysToRt1 + daysToRt2 + daysToRt3)
{
rt = a3 / (decayFactor + i - daysToRt1 - daysToRt2) + b3;
if (rt2 > rt3)
{
if (rt < rt3)
{
rt = rt3;
}
}
else
{
if (rt > rt3)
{
rt = rt3;
}
}
}
else if (i <= daysToRt1 + daysToRt2 + daysToRt3 + daysToRt4)
{
rt = a4 / (decayFactor + i - daysToRt1 - daysToRt2 - daysToRt3) + b4;
if (rt3 > rt4)
{
if (rt < rt4)
{
rt = rt4;
}
}
else
{
if (rt > rt4)
{
rt = rt4;
}
}
}
else if (i <= daysToRt1 + daysToRt2 + daysToRt3 + daysToRt4 + daysToRt5)
{
rt = a5 / (decayFactor + i - daysToRt1 - daysToRt2 - daysToRt3 - daysToRt4) + b5;
if (rt4 > rt5)
{
if (rt < rt5)
{
rt = rt5;
}
}
else
{
if (rt > rt5)
{
rt = rt5;
}
}
}
else if (i <= daysToRt1 + daysToRt2 + daysToRt3 + daysToRt4 + daysToRt5 + daysToRt6)
{
rt = a6 / (decayFactor + i - daysToRt1 - daysToRt2 - daysToRt3 - daysToRt4 - daysToRt5) + b6;
if (rt5 > rt6)
{
if (rt < rt6)
{
rt = rt6;
}
}
else
{
if (rt > rt6)
{
rt = rt6;
}
}
}
predRt[startIdx + i] = rt;
}
return(copyLen);
}
else
{
// 2段階モード
// ここの extensionDays には、移動平均のための余分な4日分がすでに追加されているので、これを max としてよい
int copyLen = Math.Min(realDays - startIdx + extensionDays, predRt.Length - startIdx);
int toOneLen = Math.Min(DaysToOne, copyLen);
// 1st Stage (rt = a1 * / (factor1 + x) + b1)
double rt1 = EasyRt1;
double factor1 = DecayFactor;
//if (factor1 < 1) factor1 = 50;
//double a1 = Constants.CalcCoefficientA1(rt0, rt1, factor1, DaysToOne);
//double b1 = Constants.CalcCoefficientB1(rt0, a1, factor1);
(double a1, double b1) = Constants.CalcCoefficient1(rt0, rt1, factor1, DaysToOne);
for (int i = 0; i < toOneLen; ++i)
{
predRt[startIdx + i] = Constants.CalcRt1(a1, b1, factor1, i);
}
// 2nd Stage
double tgtRt2 = EasyRt2;
double factor2 = DecayFactorNext;
(double a2, double b2) = Constants.CalcCoefficients2(rt0, rt1, tgtRt2, factor2, DaysToOne);
int ph3StartIdx = -1;
double rt2 = Math.Min(rts._nth(startIdx + DaysToOne), rts[^ 1]) * 0.9; // 減衰の下限
