DragonX/dragonx
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases 2 Wiki Activity

costbasis calc temp change to floating point

Browse Source
This commit is contained in:
dimxy
2019-04-30 01:00:26 +05:00
parent b800a223c5
commit 23f427373c
1 changed files with 10 additions and 5 deletions
Download Patch File Download Diff File Expand all files Collapse all files

15
src/cc/prices.cpp
View File

@@ -790,19 +790,24 @@ int32_t prices_syntheticprofits(int64_t &costbasis, int32_t firstheight, int32_t
} }
// normalize to 10,000,000 to prevent underflow // normalize to 10,000,000 to prevent underflow
profits = costbasis > 0 ? (((price / PRICES_POINTFACTOR * PRICES_NORMFACTOR) / costbasis) - PRICES_NORMFACTOR / PRICES_POINTFACTOR) * PRICES_POINTFACTOR : 0; //profits = costbasis > 0 ? (((price / PRICES_POINTFACTOR * PRICES_NORMFACTOR) / costbasis) - PRICES_NORMFACTOR / PRICES_POINTFACTOR) * PRICES_POINTFACTOR : 0;
double dprofits = costbasis > 0 ? ((double)price / (double)costbasis - 1) : 0;
//std::cerr << "prices_syntheticprofits() test value1 (price/PRICES_POINTFACTOR * PRICES_NORMFACTOR)=" << (price / PRICES_POINTFACTOR * PRICES_NORMFACTOR) << std::endl; //std::cerr << "prices_syntheticprofits() test value1 (price/PRICES_POINTFACTOR * PRICES_NORMFACTOR)=" << (price / PRICES_POINTFACTOR * PRICES_NORMFACTOR) << std::endl;
std::cerr << "prices_syntheticprofits() test value2 (price/PRICES_POINTFACTOR * PRICES_NORMFACTOR)/costbasis=" << (costbasis != 0 ? (price / PRICES_POINTFACTOR * PRICES_NORMFACTOR)/costbasis : 0) << std::endl; //std::cerr << "prices_syntheticprofits() test value2 (price/PRICES_POINTFACTOR * PRICES_NORMFACTOR)/costbasis=" << (costbasis != 0 ? (price / PRICES_POINTFACTOR * PRICES_NORMFACTOR)/costbasis : 0) << std::endl;
std::cerr << "prices_syntheticprofits() fractional profits=" << profits << std::endl; //std::cerr << "prices_syntheticprofits() fractional profits=" << profits << std::endl;
//std::cerr << "prices_syntheticprofits() profits double=" << (double)price / (double)costbasis -1.0 << std::endl; //std::cerr << "prices_syntheticprofits() profits double=" << (double)price / (double)costbasis -1.0 << std::endl;
//double dprofits = (double)price / (double)costbasis - 1.0; //double dprofits = (double)price / (double)costbasis - 1.0;
profits *= ((int64_t)leverage * (int64_t)positionsize); //profits *= ((int64_t)leverage * (int64_t)positionsize);
profits /= (int64_t)PRICES_NORMFACTOR; // de-normalize //profits /= (int64_t)PRICES_NORMFACTOR; // de-normalize
dprofits *= ((double)leverage * (double)positionsize);
//dprofits *= leverage * positionsize; //dprofits *= leverage * positionsize;
profits = dprofits;
std::cerr << "prices_syntheticprofits() profits=" << profits << std::endl; std::cerr << "prices_syntheticprofits() profits=" << profits << std::endl;
//std::cerr << "prices_syntheticprofits() dprofits=" << dprofits << std::endl; //std::cerr << "prices_syntheticprofits() dprofits=" << dprofits << std::endl;