using System;
using System.Collections.Generic;
using System.Linq;
namespace Decentralized.Domain
{
public enum PredictKind { Event, Faction, Purity, Price, Gas, Cra, Era }
public enum PredictResult { Ok, Closed, Amount, Funds, Cap, Opposite, NoPosition }
///
/// 一个盘口:问一个是非题,开盘当天可以买卖,窗口(FromDay..ToDay)里的结果由游戏或本 mod 的数值决定,ToDay 夜间结算。
/// 定价用 LMSR:初始价等于先验概率 P0,系统在单盘的最大亏损固定(),流动性参数 B 由它反推。
///
public sealed class PredictMarket
{
public int Id;
public PredictKind Kind;
/// 事件 / 派系标识;纯度盘是 "gutter" 或 "rust";行情盘是 "PSC"。
public string Key, Title;
/// 阈值(纯度、价格盘)。
public double Param;
public int OpenDay, FromDay, ToDay;
public double P0, B, QYes, QNo;
/// 昨晚消息反应之前的价格(-1 = 还没反应过):列表里显示涨跌,让玩家看到消息怎样推动价格。
public double PrevP = -1;
/// -1 未结算,0 否,1 是,2 作废(缺观测数据,退还本金)。
public int Outcome = -1;
public double MaxLoss => B * Math.Log(1 / Math.Min(P0, 1 - P0));
public double ShareCap => Tuning.PredictCap * MaxLoss;
public bool IsOpen(int day) => Outcome < 0 && day < FromDay;
public double PYes => 1 / (1 + Math.Exp((QNo - QYes) / B));
public static double LossFor(int day) => Tuning.PredictLoss0 + Tuning.PredictLossPerDay * day;
public static PredictMarket Create(int id, PredictKind kind, string key, string title, double param, int openDay, int fromDay, int toDay, double p0)
{
p0 = Math.Max(Tuning.PredictPMin, Math.Min(Tuning.PredictPMax, p0));
double b = LossFor(openDay) / Math.Log(1 / Math.Min(p0, 1 - p0));
return new PredictMarket { Id = id, Kind = kind, Key = key, Title = title, Param = param, OpenDay = openDay, FromDay = fromDay, ToDay = toDay, P0 = p0, B = b, QYes = b * Math.Log(p0 / (1 - p0)) };
}
/// LMSR 成本函数(数值稳定写法)。
public double C(double qy, double qn)
{
double m = Math.Max(qy, qn);
return m + B * Math.Log(Math.Exp((qy - m) / B) + Math.Exp((qn - m) / B));
}
/// 某一边买入 shares 份要付的成本(不含手续费)。
public double BuyCost(bool yes, double shares) => yes ? C(QYes + shares, QNo) - C(QYes, QNo) : C(QYes, QNo + shares) - C(QYes, QNo);
/// 某一边卖出 shares 份能收回的金额(不含手续费)。
public double SellValue(bool yes, double shares) => yes ? C(QYes, QNo) - C(QYes - shares, QNo) : C(QYes, QNo) - C(QYes, QNo - shares);
/// 花 cost(不含手续费)能买到的份数:LMSR 成本函数的闭式反解。
public double SharesFor(bool yes, double cost)
{
double y = yes ? QYes : QNo, o = yes ? QNo : QYes;
double m = Math.Max(y, o);
double a = Math.Exp((y - m) / B), oo = Math.Exp((o - m) / B);
double x = Math.Exp(Math.Min(cost / B, 700)) * (a + oo) - oo;
return m + B * Math.Log(x) - y;
}
public double PriceOf(bool yes) => yes ? PYes : 1 - PYes;
}
/// 玩家在某个盘口的持仓(一个盘口只能持有一边)。Insider 是内幕单买入的份数。
public sealed class PredictPos
{
public int Market;
/// 持仓所在的钱包地址(下注签名的钱包,结算和卖出都回到它)。
public string Wallet;
public bool Yes;
public double Shares, Cost, Taint, Basis, Insider;
}
/// 情报贩子卖的内幕消息:对某个盘口给出"是 / 否"的说法,三档准确率,可能是假的(与真相相反)。
public sealed class PredictTip
{
public int Market, Tier;
public bool Claim;
public double Paid;
}
public sealed class PredictStat
{
public int Count, Hits;
public double SumP0;
public double AvgP0 => Count > 0 ? SumP0 / Count : 0;
public double HitRate => Count > 0 ? Hits / (double)Count : 0;
}
/// 一次夜间价格反应。
public sealed class PredictMove
{
public PredictMarket Market;
public double From, To;
}
/// 结算记录(盘口列表下面的"最近结果")。
public sealed class PredictRecord
{
public int Day;
public string Title;
public int Outcome;
public double Pnl;
public bool Held;
}
/// 夜间结算发生的事。Kind:win / lose / void / caught。
public sealed class PredictEvent
{
public string Kind, Title;
public PredictMarket Market;
public double Amount, Fraud;
}
/// 候选盘口(接入层按游戏当前状态给出):先验概率按窗口算。
public sealed class PredictCandidate
{
public PredictKind Kind;
public string Key, Title;
public double Param;
/// true:只问明天一天(纯度盘)。
public bool Tomorrow;
public Func Prob;
}
public sealed class PredictBook
{
public List Markets = new List();
public List Positions = new List();
public List Recent = new List();
public List Tips = new List();
/// 按盘口类型的历史:开过几个、开盘价之和、实际发生几次。玩家据此看出哪类盘口系统性地定价偏高或偏低。
public Dictionary Stats = new Dictionary();
public int Seq;
/// 每晚观测:当天新出现的事件标识(和 "F:派系")。窗口里缺任何一天的观测,盘口作废退款。
public Dictionary> Started = new Dictionary>();
public List Prev;
public PredictMarket Find(int id) => Markets.Find(m => m.Id == id);
public PredictPos PosOf(int id, string wallet) => Positions.Find(p => p.Market == id && p.Wallet == wallet);
public List PosAll(int id) => Positions.Where(p => p.Market == id).ToList();
private static double Share(Wallet acct, double amount, Func price)
{
double total = acct.Value(price);
return total > 0 ? Math.Min(1, amount * price(Assets.CRC) / total) : 0;
}
///
/// 买入:花 spend(含 2% 手续费)的 CRC。污点与成本按花掉的价值比例随资金进持仓。insider:这笔单下单时玩家已经知道答案(传闻纸条、派系特权)。
///
public PredictResult Buy(Wallet acct, PredictMarket m, bool yes, double spend, int day, Func pr, bool insider, out double shares)
{
shares = 0;
if (!m.IsOpen(day)) return PredictResult.Closed;
if (spend <= 0) return PredictResult.Amount;
if (acct.Avail(Assets.CRC) + 1e-9 < spend) return PredictResult.Funds;
var all = PosAll(m.Id);
if (all.Any(x => x.Yes != yes)) return PredictResult.Opposite;
var pos = PosOf(m.Id, acct.Address);
double cost = spend / (1 + Tuning.PredictFee);
shares = m.SharesFor(yes, cost);
if (all.Sum(x => x.Shares) + shares > m.ShareCap + 1e-9) { shares = 0; return PredictResult.Cap; }
double share = Share(acct, spend, pr);
double taint = acct.Taint * share, basis = acct.Basis * share;
acct.Add(Assets.CRC, -spend); acct.Taint -= taint; acct.Basis -= basis;
if (yes) m.QYes += shares; else m.QNo += shares;
if (pos == null) Positions.Add(pos = new PredictPos { Market = m.Id, Yes = yes, Wallet = acct.Address });
pos.Shares += shares; pos.Cost += cost; pos.Taint += taint; pos.Basis += basis;
if (insider) pos.Insider += shares;
return PredictResult.Ok;
}
/// 全部卖出这个钱包在盘口里的持仓(盘口关闭前):收回 LMSR 的卖价减 2% 手续费,污点按比例退回,赚的部分是干净的。返回收回的 CRC。
public PredictResult SellAll(Wallet acct, PredictMarket m, int day, out double got) => SellAll(acct, m, day, null, out got, out _);
///
/// 全部卖出;内幕持仓(这个盘口合计)达到查处线、而且卖出有赚,按查处概率被查:本金和收益全部没收,收益的一半记罪证(fraud > 0)。
/// 先买后卖、赶在结算前离场,同样会被查。
///
public PredictResult SellAll(Wallet acct, PredictMarket m, int day, Rng rng, out double got, out double fraud)
{
got = 0; fraud = 0;
var pos = PosOf(m.Id, acct.Address);
if (pos == null) return PredictResult.NoPosition;
if (!m.IsOpen(day)) return PredictResult.Closed;
double value = m.SellValue(pos.Yes, pos.Shares);
got = value * (1 - Tuning.PredictFee);
bool insider = PosAll(m.Id).Sum(x => x.Insider) >= Tuning.PredictInsiderShare * m.ShareCap;
if (pos.Yes) m.QYes -= pos.Shares; else m.QNo -= pos.Shares;
Positions.Remove(pos);
if (rng != null && insider && pos.Insider > 0 && got > pos.Cost && rng.Chance(Tuning.PredictInsiderCatch))
{
fraud = Math.Min(Tuning.PredictFraudCap, (got - pos.Cost) * Tuning.PredictFraudShare);
got = 0;
}
Pay(acct, pos, got);
return PredictResult.Ok;
}
private static void Pay(Wallet acct, PredictPos pos, double payout)
{
double keep = pos.Cost > 0 ? Math.Min(1, payout / pos.Cost) : 0;
acct.Add(Assets.CRC, payout); acct.Taint += pos.Taint * keep; acct.Basis += pos.Basis * keep;
}
///
/// 夜间:先登记今晚的观测,再结算 ToDay 到了的盘口(赢的钱回到下注的钱包,wallet 按地址找)。outcome 由接入层给出(事件 / 派系读观测,纯度和行情读游戏数值),null 表示拿不到数据。
/// 赢家每份兑付 1 信用点;内幕持仓达到份额上限的 后,有概率被查:本金和收益全部没收,收益的一半记罪证。
///
public List Night(int day, IEnumerable activeNow, Func outcome, Func wallet, Rng rng, double push = 0)
{
var now = activeNow.Distinct().ToList();
if (Prev != null) Started[day] = now.Where(x => !Prev.Contains(x)).ToList();
Prev = now;
foreach (var k in Started.Keys.Where(k => k < day - 12).ToList()) Started.Remove(k);
var evs = new List();
foreach (var m in Markets.Where(x => x.Outcome < 0 && x.ToDay <= day).ToList())
{
bool? res = outcome(m);
var all = PosAll(m.Id);
foreach (var pos in all) Positions.Remove(pos);
double cost = all.Sum(x => x.Cost);
if (res == null)
{
m.Outcome = 2;
foreach (var pos in all) Pay(wallet(pos.Wallet), pos, pos.Cost);
if (all.Count > 0) evs.Add(new PredictEvent { Kind = "void", Title = m.Title, Market = m, Amount = cost });
Record(day, m, 2, 0, all.Count > 0);
continue;
}
m.Outcome = res.Value ? 1 : 0;
string sk = m.Kind.ToString();
if (!Stats.TryGetValue(sk, out var st)) Stats[sk] = st = new PredictStat();
st.Count++; st.SumP0 += m.P0; if (res.Value) st.Hits++;
var winners = all.Where(x => x.Yes == res.Value).ToList();
// 操纵:行情盘上,赢家的方向和玩家推价的方向一致时按推价幅度被查——本金和收益都没收,收益的一半记罪证
if (m.Kind == PredictKind.Price && winners.Count > 0 && winners.Any(x => x.Yes ? push > 0 : push < 0) && rng.Chance(Market.ManipChance(push)))
{
double profitM = winners.Sum(x => x.Shares) - cost;
evs.Add(new PredictEvent { Kind = "manip", Title = m.Title, Market = m, Amount = cost, Fraud = Math.Min(Tuning.PredictFraudCap, Math.Max(0, profitM) * Tuning.PredictFraudShare) });
Record(day, m, m.Outcome, -cost, true);
continue;
}
if (all.Count > 0 && winners.Count == 0)
{
evs.Add(new PredictEvent { Kind = "lose", Title = m.Title, Market = m, Amount = cost });
Record(day, m, m.Outcome, -cost, true);
}
else if (winners.Count > 0)
{
double payout = winners.Sum(x => x.Shares), profit = payout - cost;
// 内幕持仓按盘口合计(拆到几个钱包里也一样)
if (all.Sum(x => x.Insider) >= Tuning.PredictInsiderShare * m.ShareCap && rng.Chance(Tuning.PredictInsiderCatch))
{
// 查实:本金和收益全部没收
evs.Add(new PredictEvent { Kind = "caught", Title = m.Title, Market = m, Amount = payout, Fraud = Math.Min(Tuning.PredictFraudCap, Math.Max(0, profit) * Tuning.PredictFraudShare) });
Record(day, m, m.Outcome, -cost, true);
}
else
{
foreach (var pos in winners) Pay(wallet(pos.Wallet), pos, pos.Shares);
evs.Add(new PredictEvent { Kind = "win", Title = m.Title, Market = m, Amount = payout });
Record(day, m, m.Outcome, profit, true);
}
}
else Record(day, m, m.Outcome, 0, false);
}
Markets.RemoveAll(m => m.Outcome >= 0);
Tips.RemoveAll(t => Find(t.Market) == null);
return evs;
}
private void Record(int day, PredictMarket m, int outcome, double pnl, bool held)
{
Recent.Add(new PredictRecord { Day = day, Title = m.Title, Outcome = outcome, Pnl = pnl, Held = held });
while (Recent.Count > Tuning.PredictHistory) Recent.RemoveAt(0);
}
public PredictTip TipFor(int market) => Tips.Find(t => t.Market == market);
/// 造一条内幕消息:假情报(概率 IntelFake)说的与真相相反,否则按这一档的准确率说对或说错。
public static PredictTip MakeTip(PredictMarket m, bool truth, int tier, Rng rng)
{
bool claim;
if (rng.Chance(Tuning.IntelFake)) claim = !truth;
else claim = rng.Chance(Tuning.IntelTipAcc[tier]) ? truth : !truth;
return new PredictTip { Market = m.Id, Tier = tier, Claim = claim, Paid = Tuning.IntelTipPrice[tier] * m.MaxLoss };
}
///
/// 夜间的消息反应:还能交易的盘口(明天仍开着)向"公开信息下的合理概率"靠拢 PredictDrift,再加 logit 噪声(NPC 流量)。
/// 价格在夜里才反应,所以白天先看到报纸、传闻的人可以抢在前面买、等涨价再卖。target 返回 null 表示这个盘口没有新信息。
///
public List Drift(int day, Func target, Rng rng)
{
var moves = new List();
foreach (var m in Markets.Where(x => x.Outcome < 0 && x.FromDay > day + 1))
{
m.PrevP = m.PYes;
double p = m.PYes, t = target(m) ?? p;
t = Math.Max(Tuning.PredictPMin, Math.Min(Tuning.PredictPMax, t));
double pt = p + Tuning.PredictDrift * (t - p);
double lp = Math.Log(pt / (1 - pt)) + Tuning.PredictNoise * rng.Gauss();
pt = Math.Max(Tuning.PredictPMin, Math.Min(Tuning.PredictPMax, 1 / (1 + Math.Exp(-lp))));
m.QYes = m.QNo + m.B * Math.Log(pt / (1 - pt));
moves.Add(new PredictMove { Market = m, From = m.PrevP, To = m.PYes });
}
return moves;
}
/// 读观测:窗口里每一天都有记录才能判断;有任何一天缺就返回 null(作废)。
public bool? Happened(PredictMarket m)
{
string tag = m.Kind == PredictKind.Faction ? "F:" + m.Key : m.Key;
bool any = false;
for (int d = m.FromDay; d <= m.ToDay; d++)
{
if (!Started.TryGetValue(d, out var list)) return null;
if (list.Contains(tag)) any = true;
}
return any;
}
///
/// 每天开门后补盘:开放的盘口少于下限时补到下限,之后每天再随机新开一两个,总数不超过上限。同类同键的盘口不重复开。
/// 返回新开的盘口。
///
public List Refill(int day, Rng rng, IList candidates)
{
var made = new List();
int open = Markets.Count(m => m.Outcome < 0);
int want = open < Tuning.PredictOpenMin ? Tuning.PredictOpenMin - open : 0;
want = Math.Max(want, rng.Range(1, Tuning.PredictNewPerDay));
want = Math.Min(want, Tuning.PredictOpenMax - open);
var pool = candidates.Where(c => !Markets.Any(m => m.Outcome < 0 && m.Kind == c.Kind && m.Key == c.Key)).ToList();
while (want-- > 0 && pool.Count > 0)
{
var c = pool[rng.Range(0, pool.Count - 1)];
pool.RemoveAll(x => x.Kind == c.Kind && x.Key == c.Key);
int from = c.Tomorrow ? day + 1 : day + 1 + rng.Range(0, 2);
int to = c.Tomorrow ? from : from + rng.Range(0, 2);
var m = PredictMarket.Create(++Seq, c.Kind, c.Key, c.Title, c.Param, day, from, to, c.Prob(from, to));
Markets.Add(m); made.Add(m);
}
return made;
}
}
/// 盘口先验概率:事件按游戏的掷骰规则,纯度按均匀分布,行情按本 mod 的价格过程。
public static class PredictMath
{
/// 某个常规事件在窗口里出现的概率:每天先过"有事件"这一关(chance),再按权重在可选事件里抽中。
public static double EventProb(double dayChance, double odd, double totalOdd, int days)
{
double p1 = totalOdd > 0 ? dayChance * odd / totalOdd : 0;
return 1 - Math.Pow(1 - p1, days);
}
/// 某天 gas 不低于阈值的概率(已知相位):周期值 × (1 ± 噪声) 均匀分布。
public static double GasAtLeast(int day, int phase, double threshold)
{
double c = TxRules.GasCycle(day, phase), hi = c * (1 + Tuning.TxGasNoise), lo = c * (1 - Tuning.TxGasNoise);
return Math.Max(0, Math.Min(1, (hi - threshold) / (hi - lo)));
}
/// 不知道相位时的先验:七个相位等可能。
public static double GasFlat(int day, double threshold)
{
double s = 0;
for (int ph = 0; ph < Tuning.TxGasPeriod; ph++) s += GasAtLeast(day, ph, threshold);
return s / Tuning.TxGasPeriod;
}
///
/// CRA 预警在 [from, to] 夜里发出的概率:每晚补贴池先被消耗,归零那晚必发,否则按日概率;
/// 窗口之前已经发出的不算(那就是"否")。subsidy / drain 是今天的补贴池和每晚消耗,today 是今晚。
///
public static double CraWarnProb(double subsidy, double drain, int today, int from, int to, double dailyHazard)
{
double noWarn = 1, inWindow = 0;
for (int d = today; d <= to; d++)
{
subsidy -= drain;
double h = subsidy <= 0 ? 1 : dailyHazard;
if (d >= from) inWindow += noWarn * h;
noWarn *= 1 - h;
}
return inWindow;
}
///
/// 矿机时代在 [from, to] 开始的概率:没出预警时在 [eraMin, eraMax] 里均匀;预警已出(warnDay >= 0)时落在预警后 EraWarnMin..EraWarnMax 天。
/// 只算还没过去的日子(today 之后)。
///
public static double EraProb(int today, int from, int to, int warnDay)
{
int lo = warnDay >= 0 ? warnDay + Tuning.EraWarnMin : Tuning.EraMin, hi = warnDay >= 0 ? warnDay + Tuning.EraWarnMax : Tuning.EraMax;
lo = Math.Max(lo, today + 1);
if (hi < lo) return 0;
int a = Math.Max(lo, from), b = Math.Min(hi, to);
return b < a ? 0 : (b - a + 1) / (double)(hi - lo + 1);
}
public static double FactionProb(int days) => 1 - Math.Pow(1 - Tuning.PredictFactionDaily, days);
/// 均匀整数 lo..hi 里不低于 threshold 的概率。
public static double PurityAtLeast(double threshold, int lo, int hi)
{
double n = hi - lo + 1, k = hi - Math.Ceiling(threshold) + 1;
return Math.Max(0, Math.Min(1, k / n));
}
public static double Phi(double x)
{
double t = 1 / (1 + 0.2316419 * Math.Abs(x));
double d = 0.3989423 * Math.Exp(-x * x / 2);
double p = d * t * (0.3193815 + t * (-0.3565638 + t * (1.781478 + t * (-1.821256 + t * 1.330274))));
return x > 0 ? 1 - p : p;
}
///
/// 价格在 nights 个夜晚之后(每晚向锚回归 revert、加 vol 的对数噪声,每个早上再加 vol/2 的开门波动)不低于 threshold 的概率。
/// 对数价格近似正态;锚按今天的值外推(事件和减半的变化不计)。
///
public static double PriceAtLeast(double price, double anchor, double vol, double revert, int nights, double threshold)
{
double m = Math.Log(price), la = Math.Log(anchor), v = 0;
for (int i = 0; i < nights; i++)
{
m += revert * (la - m);
v = (1 - revert) * (1 - revert) * v + vol * vol + vol * vol / 4;
}
double sd = Math.Sqrt(Math.Max(v, 1e-12));
return 1 - Phi((Math.Log(threshold) - m) / sd);
}
}
}