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jl777
2019-04-11 04:48:31 -11:00
parent aaafc60795
commit 19b8685c21
1 changed files with 7 additions and 3 deletions
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10
src/komodo_gateway.h
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@@ -2551,7 +2551,7 @@ static int64_t revsort64(int64_t *l, int32_t llen)
int64_t komodo_priceave(int64_t *buf,int64_t *correlated,int32_t cskip) int64_t komodo_priceave(int64_t *buf,int64_t *correlated,int32_t cskip)
{ {
int32_t i,dir=0; int64_t sum=0,nonzprice,price,halfave,decayprice; int32_t i,dir=0; int64_t sum=0,nonzprice,price,halfave,thirdave,fourthave,decayprice;
if ( PRICES_DAYWINDOW < 2 ) if ( PRICES_DAYWINDOW < 2 )
return(0); return(0);
for (i=0; i<PRICES_DAYWINDOW; i++) for (i=0; i<PRICES_DAYWINDOW; i++)
@@ -2569,6 +2569,10 @@ int64_t komodo_priceave(int64_t *buf,int64_t *correlated,int32_t cskip)
sum += nonzprice; sum += nonzprice;
if ( i == PRICES_DAYWINDOW/2 ) if ( i == PRICES_DAYWINDOW/2 )
halfave = (sum / (PRICES_DAYWINDOW/2)); halfave = (sum / (PRICES_DAYWINDOW/2));
else if ( i == PRICES_DAYWINDOW/3 )
thirdave = (sum / (PRICES_DAYWINDOW/3));
else if ( i == PRICES_DAYWINDOW/4 )
fourthave = (sum / (PRICES_DAYWINDOW/4));
} }
memcpy(buf,&buf[PRICES_DAYWINDOW],PRICES_DAYWINDOW*sizeof(*buf)); memcpy(buf,&buf[PRICES_DAYWINDOW],PRICES_DAYWINDOW*sizeof(*buf));
price = sum / PRICES_DAYWINDOW; price = sum / PRICES_DAYWINDOW;
@@ -2580,11 +2584,11 @@ int64_t komodo_priceave(int64_t *buf,int64_t *correlated,int32_t cskip)
decayprice = buf[0]; decayprice = buf[0];
for (i=0; i<PRICES_DAYWINDOW; i++) for (i=0; i<PRICES_DAYWINDOW; i++)
{ {
decayprice = ((decayprice * 2) + (buf[i] * 1)) / 3; decayprice = ((decayprice * 97) + (buf[i] * 3)) / 100;
//fprintf(stderr,"%.4f ",(double)buf[i]/COIN); //fprintf(stderr,"%.4f ",(double)buf[i]/COIN);
} }
//fprintf(stderr,"%ssort half %.4f vs %.4f -> %.4f\n",halfave<price?"rev":"",(double)halfave/COIN,(double)price/COIN,(double)decayprice/COIN); //fprintf(stderr,"%ssort half %.4f vs %.4f -> %.4f\n",halfave<price?"rev":"",(double)halfave/COIN,(double)price/COIN,(double)decayprice/COIN);
return((decayprice*2 + price*7 + halfave*3 + buf[PRICES_DAYWINDOW-1]) / 13); return((price*7 + halvave*5 + thirdave*3 + fourthave*2 + decayprice + buf[PRICES_DAYWINDOW-1]) / 19);
} }
void komodo_pricesinit() void komodo_pricesinit()