Test
This commit is contained in:
@@ -2239,6 +2239,7 @@ int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int
|
|||||||
if ( ind < 36 )
|
if ( ind < 36 )
|
||||||
mult = 10000;
|
mult = 10000;
|
||||||
else mult = 1;
|
else mult = 1;
|
||||||
|
memset(nonzprices,0,sizeof(*nonzprices)*daywindow);
|
||||||
for (iter=0; iter<daywindow; iter++)
|
for (iter=0; iter<daywindow; iter++)
|
||||||
{
|
{
|
||||||
correlation = 0;
|
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 )
|
if ( (price= nonzprices[i]) != 0 )
|
||||||
{
|
{
|
||||||
den += (daywindow - i);
|
den += (daywindow - i);
|
||||||
sum += (daywindow - i) * ((price + firstprice*2) / 3);
|
sum += (daywindow - i) * price;//((price + firstprice*2) / 3);
|
||||||
n++;
|
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];
|
int32_t i; int64_t sum,den,smoothed=0,firstprice = correlated[0];
|
||||||
if ( numprices < 2 )
|
if ( daywindow < 2 )
|
||||||
return(0);
|
return(0);
|
||||||
for (i=1; i<numprices; i++)
|
memset(nonzprices,0,sizeof(*nonzprices)*daywindow);
|
||||||
|
for (i=1; i<daywindow; i++)
|
||||||
{
|
{
|
||||||
if ( correlated[i] == 0 )
|
if ( correlated[i] == 0 )
|
||||||
correlated[i] = correlated[i-1];
|
correlated[i] = correlated[i-1];
|
||||||
@@ -2338,17 +2340,17 @@ int64_t komodo_pricesmoothed(int64_t *correlated,int32_t numprices)
|
|||||||
}
|
}
|
||||||
if ( firstprice != 0 )
|
if ( firstprice != 0 )
|
||||||
{
|
{
|
||||||
for (i=0; i<numprices; i++)
|
for (i=0; i<daywindow; i++)
|
||||||
{
|
{
|
||||||
if ( correlated[i] == 0 )
|
if ( correlated[i] == 0 )
|
||||||
correlated[i] = firstprice;
|
correlated[i] = firstprice;
|
||||||
else break;
|
else break;
|
||||||
}
|
}
|
||||||
sum = den = 0;
|
sum = den = 0;
|
||||||
for (i=0; i<numprices; i++)
|
for (i=0; i<daywindow; i++)
|
||||||
{
|
{
|
||||||
sum += (numprices - i) * ((correlated[i] + firstprice*2) / 3);
|
sum += (daywindow - i) * correlated[i];
|
||||||
den += (numprices - i);
|
den += (daywindow - i);
|
||||||
}
|
}
|
||||||
smoothed = (sum / den);
|
smoothed = (sum / den);
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -1176,7 +1176,7 @@ UniValue paxprice(const UniValue& params, bool fHelp)
|
|||||||
|
|
||||||
int32_t komodo_heightpricebits(uint64_t *seedp,uint32_t *heightbits,int32_t nHeight);
|
int32_t komodo_heightpricebits(uint64_t *seedp,uint32_t *heightbits,int32_t nHeight);
|
||||||
char *komodo_pricename(char *name,int32_t ind);
|
char *komodo_pricename(char *name,int32_t ind);
|
||||||
int64_t komodo_pricesmoothed(int64_t *correlated,int32_t numprices);
|
int64_t komodo_pricesmoothed(int64_t *correlated,int32_t numprices,int64_t *correlated2);
|
||||||
int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int32_t numprices,uint32_t *rawprices2);
|
int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int32_t numprices,uint32_t *rawprices2);
|
||||||
int32_t komodo_nextheight();
|
int32_t komodo_nextheight();
|
||||||
uint32_t komodo_heightstamp(int32_t height);
|
uint32_t komodo_heightstamp(int32_t height);
|
||||||
@@ -1186,7 +1186,7 @@ UniValue prices(const UniValue& params, bool fHelp)
|
|||||||
if ( fHelp || params.size() != 1 )
|
if ( fHelp || params.size() != 1 )
|
||||||
throw runtime_error("prices maxsamples\n");
|
throw runtime_error("prices maxsamples\n");
|
||||||
LOCK(cs_main);
|
LOCK(cs_main);
|
||||||
UniValue ret(UniValue::VOBJ); uint64_t seed,rngval; int64_t smoothed,*correlated; char name[64],*str; uint32_t rawprices[2048],*prices,*prices2; uint32_t i,width,j,numpricefeeds=-1,n,nextheight,offset,ht,num=0,daywindow = (3600*24/ASSETCHAINS_BLOCKTIME) + 1;
|
UniValue ret(UniValue::VOBJ); uint64_t seed,rngval; int64_t smoothed,*correlated,*correlated2; char name[64],*str; uint32_t rawprices[2048],*prices,*prices2; uint32_t i,width,j,numpricefeeds=-1,n,nextheight,offset,ht,num=0,daywindow = (3600*24/ASSETCHAINS_BLOCKTIME) + 1;
|
||||||
if ( ASSETCHAINS_CBOPRET == 0 )
|
if ( ASSETCHAINS_CBOPRET == 0 )
|
||||||
throw JSONRPCError(RPC_INVALID_PARAMETER, "only -ac_cbopret chains have prices");
|
throw JSONRPCError(RPC_INVALID_PARAMETER, "only -ac_cbopret chains have prices");
|
||||||
|
|
||||||
@@ -1203,6 +1203,7 @@ UniValue prices(const UniValue& params, bool fHelp)
|
|||||||
throw JSONRPCError(RPC_INVALID_PARAMETER, "illegal numpricefeeds");
|
throw JSONRPCError(RPC_INVALID_PARAMETER, "illegal numpricefeeds");
|
||||||
prices = (uint32_t *)calloc(sizeof(*prices),width*numpricefeeds);
|
prices = (uint32_t *)calloc(sizeof(*prices),width*numpricefeeds);
|
||||||
correlated = (int64_t *)calloc(sizeof(*correlated),width);
|
correlated = (int64_t *)calloc(sizeof(*correlated),width);
|
||||||
|
correlated2 = (int64_t *)calloc(sizeof(*correlated2),width);
|
||||||
prices2 = (uint32_t *)calloc(sizeof(*prices2),width);
|
prices2 = (uint32_t *)calloc(sizeof(*prices2),width);
|
||||||
for (ht=nextheight-1,i=0; i<width&&ht>2*daywindow+2; i++,ht--)
|
for (ht=nextheight-1,i=0; i<width&&ht>2*daywindow+2; i++,ht--)
|
||||||
{
|
{
|
||||||
@@ -1247,7 +1248,7 @@ UniValue prices(const UniValue& params, bool fHelp)
|
|||||||
for (i=0; i<maxsamples; i++)
|
for (i=0; i<maxsamples; i++)
|
||||||
{
|
{
|
||||||
offset = j*width + i;
|
offset = j*width + i;
|
||||||
smoothed = komodo_pricesmoothed(&correlated[i],daywindow);
|
smoothed = komodo_pricesmoothed(&correlated[i],daywindow,correlated2);
|
||||||
UniValue parr(UniValue::VARR);
|
UniValue parr(UniValue::VARR);
|
||||||
parr.push_back(ValueFromAmount((int64_t)prices[offset] * (j<36?10000:1)));
|
parr.push_back(ValueFromAmount((int64_t)prices[offset] * (j<36?10000:1)));
|
||||||
parr.push_back(ValueFromAmount(correlated[i]));
|
parr.push_back(ValueFromAmount(correlated[i]));
|
||||||
@@ -1269,6 +1270,7 @@ UniValue prices(const UniValue& params, bool fHelp)
|
|||||||
free(prices);
|
free(prices);
|
||||||
free(prices2);
|
free(prices2);
|
||||||
free(correlated);
|
free(correlated);
|
||||||
|
free(correlated2);
|
||||||
return ret;
|
return ret;
|
||||||
}
|
}
|
||||||
|
|
||||||
|
|||||||
Reference in New Issue
Block a user