Created
February 17, 2017 15:34
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Max Profit Indices from array of stock prices
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class Profit | |
attr_accessor :bp, :sp, :bp_index, :sp_index | |
def initialize(bp_index=-1, bp=0, sp_index=-1, sp=0) | |
@bp_index = bp_index || -1 | |
@bp = bp || 0 | |
@sp_index = sp_index || -1 | |
@sp = sp || 0 | |
end | |
def apply_defaults(price, index) | |
@bp_index = index | |
@sp_index = index | |
@bp = price | |
@sp = price | |
end | |
def profit | |
sp - bp | |
end | |
def new_sell_price(new_sp, index) | |
@sp = new_sp | |
@sp_index = index | |
end | |
def new_buy_price(new_bp, index) | |
@bp = new_bp | |
@bp_index = index | |
end | |
def uninitialized? | |
bp_index == -1 && sp_index == -1 | |
end | |
def indices | |
[bp_index, sp_index] | |
end | |
end | |
# [] => [-1, -1] | |
# [25] => [0, 0] | |
# [25, 27] => [0, 1] | |
# [25, 24] => [0, 0] | |
# [25, 27, 19, 23] => [2, 3] | |
# [25, 27, 26, 19, 32, 33] => [3, 5] | |
# [25, 26, 80, 19, 27, 28, 55, 21] => [0, 2] | |
def most_profit_indices(prices) | |
cp = Profit.new | |
pbp = [-1, nil] | |
prices.each.with_index do |tp, i| | |
if cp.uninitialized? | |
cp.apply_defaults(tp, i) | |
next | |
end | |
if pbp[0] > -1 && tp - pbp[1] > cp.profit | |
cp.new_buy_price(pbp[1], pbp[0]) | |
cp.new_sell_price(tp, i) | |
next | |
end | |
if tp > cp.sp | |
#Today's price is greater than current selling price | |
cp.new_sell_price(tp, i) | |
else | |
#Today's price is lower than current selling price | |
if tp < cp.bp | |
#Prospective bp | |
pbp = [i, tp] if pbp[0] == -1 || tp < pbp[1] | |
end | |
end | |
end | |
"#{cp.indices.inspect} with profit #{cp.profit} with prospective price #{pbp.inspect}" | |
end | |
puts most_profit_indices([]) | |
puts most_profit_indices([25]) | |
puts most_profit_indices([25, 27]) | |
puts most_profit_indices([25, 24]) | |
puts most_profit_indices([25, 27, 19, 23]) | |
puts most_profit_indices([25, 27, 26, 19, 32, 33]) | |
puts most_profit_indices([25, 26, 80, 19, 27, 28, 55, 21]) |
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