Test
This commit is contained in:
@@ -2251,6 +2251,7 @@ int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int
|
|||||||
if ( lowprice == refprice )
|
if ( lowprice == refprice )
|
||||||
lowprice--;
|
lowprice--;
|
||||||
sum = 0;
|
sum = 0;
|
||||||
|
fprintf(stderr,"firsti.%d: ",firsti);
|
||||||
for (j=0; j<daywindow; j++,i++)
|
for (j=0; j<daywindow; j++,i++)
|
||||||
{
|
{
|
||||||
if ( i >= daywindow )
|
if ( i >= daywindow )
|
||||||
@@ -2259,10 +2260,12 @@ int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int
|
|||||||
return(-1);
|
return(-1);
|
||||||
if ( price >= lowprice && price <= highprice )
|
if ( price >= lowprice && price <= highprice )
|
||||||
{
|
{
|
||||||
sum += price * mult;
|
fprintf(stderr,"%.1f ",(double)price/10000);
|
||||||
|
sum += price;
|
||||||
correlation++;
|
correlation++;
|
||||||
if ( correlation > (daywindow>>1) )
|
if ( correlation > (daywindow>>1) )
|
||||||
{
|
{
|
||||||
|
fprintf(stderr,"-> %.4f\n",(double)sum*mult/correlation);
|
||||||
return(sum*mult/correlation);
|
return(sum*mult/correlation);
|
||||||
n = 0;
|
n = 0;
|
||||||
i = (iter + seed) % daywindow;
|
i = (iter + seed) % daywindow;
|
||||||
|
|||||||
Reference in New Issue
Block a user