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Test

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This commit is contained in:
jl777
2019-04-02 06:03:24 -11:00
parent fae4422d85
commit 2db483bf97
2 changed files with 15 additions and 11 deletions
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18
src/komodo_gateway.h
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@@ -2239,6 +2239,7 @@ int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int
if ( ind < 36 )
mult = 10000;
else mult = 1;
memset(nonzprices,0,sizeof(*nonzprices)*daywindow);
for (iter=0; iter<daywindow; iter++)
{
correlation = 0;
@@ -2302,7 +2303,7 @@ int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int
if ( (price= nonzprices[i]) != 0 )
{
den += (daywindow - i);
sum += (daywindow - i) * ((price + firstprice*2) / 3);
sum += (daywindow - i) * price;//((price + firstprice*2) / 3);
n++;
}
}
@@ -2324,12 +2325,13 @@ int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int
}
int64_t komodo_pricesmoothed(int64_t *correlated,int32_t numprices)
int64_t komodo_pricesmoothed(int64_t *correlated,int32_t daywindow,int64_t *nonzprices)
{
int32_t i; int64_t sum,den,smoothed=0,firstprice = correlated[0];
if ( numprices < 2 )
if ( daywindow < 2 )
return(0);
for (i=1; i<numprices; i++)
memset(nonzprices,0,sizeof(*nonzprices)*daywindow);
for (i=1; i<daywindow; i++)
{
if ( correlated[i] == 0 )
correlated[i] = correlated[i-1];
@@ -2338,17 +2340,17 @@ int64_t komodo_pricesmoothed(int64_t *correlated,int32_t numprices)
}
if ( firstprice != 0 )
{
for (i=0; i<numprices; i++)
for (i=0; i<daywindow; i++)
{
if ( correlated[i] == 0 )
correlated[i] = firstprice;
else break;
}
sum = den = 0;
for (i=0; i<numprices; i++)
for (i=0; i<daywindow; i++)
{
sum += (numprices - i) * ((correlated[i] + firstprice*2) / 3);
den += (numprices - i);
sum += (daywindow - i) * correlated[i];
den += (daywindow - i);
}
smoothed = (sum / den);
}