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yet logging

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dimxy
2019-04-15 21:19:19 +05:00
parent 829fb4d0cd
commit 2f077d3103
1 changed files with 107 additions and 107 deletions
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214
src/cc/prices.cpp
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@@ -240,142 +240,142 @@ int32_t prices_syntheticvec(std::vector<uint16_t> &vec,std::vector<std::string>
}
// calculates price for synthetic expression
int64_t prices_syntheticprice(std::vector<uint16_t> vec,int32_t height,int32_t minmax,int16_t leverage)
int64_t prices_syntheticprice(std::vector<uint16_t> vec, int32_t height, int32_t minmax, int16_t leverage)
{
int32_t i,value,errcode,depth,retval = -1;
uint16_t opcode;
int64_t *pricedata,pricestack[4],price,den,a,b,c;
int32_t i, value, errcode, depth, retval = -1;
uint16_t opcode;
int64_t *pricedata, pricestack[4], price, den, a, b, c;
pricedata = (int64_t *)calloc(sizeof(*pricedata)*3,1 + PRICES_DAYWINDOW*2 + PRICES_SMOOTHWIDTH);
pricedata = (int64_t *)calloc(sizeof(*pricedata) * 3, 1 + PRICES_DAYWINDOW * 2 + PRICES_SMOOTHWIDTH);
price = den = depth = errcode = 0;
for (i=0; i<vec.size(); i++)
for (i = 0; i < vec.size(); i++)
{
opcode = vec[i];
value = (opcode & (KOMODO_MAXPRICES-1)); // index or weight
value = (opcode & (KOMODO_MAXPRICES - 1)); // index or weight
std::cerr << "prices_syntheticprice" << " i=" << i << " price=" << price << " value=" << value << " depth=" << depth << std::endl;
switch( opcode & KOMODO_PRICEMASK )
switch (opcode & KOMODO_PRICEMASK)
{
case 0: // indices
pricestack[depth] = 0;
if ( prices_extract(pricedata,height,1,value) == 0 )
case 0: // indices
pricestack[depth] = 0;
if (prices_extract(pricedata, height, 1, value) == 0)
{
// push price to the prices stack
if (!minmax)
pricestack[depth] = pricedata[2]; // use smoothed value if we are over 24h
else
{
// push price to the prices stack
if ( !minmax )
pricestack[depth] = pricedata[2]; // use smoothed value if we are over 24h
// if we are within 24h use min or max price
if (leverage > 0)
pricestack[depth] = (pricedata[1] > pricedata[2]) ? pricedata[1] : pricedata[2]; // MAX
else
{
// if we are within 24h use min or max price
if ( leverage > 0 )
pricestack[depth] = (pricedata[1] > pricedata[2]) ? pricedata[1] : pricedata[2]; // MAX
else
pricestack[depth] = (pricedata[1] < pricedata[2]) ? pricedata[1] : pricedata[2]; // MIN
}
pricestack[depth] = (pricedata[1] < pricedata[2]) ? pricedata[1] : pricedata[2]; // MIN
}
if ( pricestack[depth] == 0 )
errcode = -1;
}
if (pricestack[depth] == 0)
errcode = -1;
depth++;
break;
depth++;
break;
case PRICES_WEIGHT: // multiply by weight and consume top of stack by updating price
if( depth == 1 ) {
depth--;
price += pricestack[0] * value;
den += value; // acc weight value
}
else
errcode = -2;
break;
case PRICES_WEIGHT: // multiply by weight and consume top of stack by updating price
if (depth == 1) {
depth--;
price += pricestack[0] * value;
den += value; // acc weight value
}
else
errcode = -2;
break;
case PRICES_MULT:
if( depth >= 2 ) {
b = pricestack[--depth];
a = pricestack[--depth];
pricestack[depth++] = (a * b) / SATOSHIDEN;
}
else
errcode = -3;
break;
case PRICES_MULT:
if (depth >= 2) {
b = pricestack[--depth];
a = pricestack[--depth];
pricestack[depth++] = (a * b) / SATOSHIDEN;
}
else
errcode = -3;
break;
case PRICES_DIV:
if( depth >= 2 ) {
b = pricestack[--depth];
a = pricestack[--depth];
pricestack[depth++] = (a * SATOSHIDEN) / b;
}
else
errcode = -4;
break;
case PRICES_DIV:
if (depth >= 2) {
b = pricestack[--depth];
a = pricestack[--depth];
pricestack[depth++] = (a * SATOSHIDEN) / b;
}
else
errcode = -4;
break;
case PRICES_INV:
if( depth >= 1 ) {
a = pricestack[--depth];
pricestack[depth++] = (SATOSHIDEN * SATOSHIDEN) / a;
}
else
errcode = -5;
break;
case PRICES_INV:
if (depth >= 1) {
a = pricestack[--depth];
pricestack[depth++] = (SATOSHIDEN * SATOSHIDEN) / a;
}
else
errcode = -5;
break;
case PRICES_MDD:
if( depth >= 3 ) {
c = pricestack[--depth];
b = pricestack[--depth];
a = pricestack[--depth];
pricestack[depth++] = (((a * SATOSHIDEN) / b) * SATOSHIDEN) / c;
}
else
errcode = -6;
break;
case PRICES_MDD:
if (depth >= 3) {
c = pricestack[--depth];
b = pricestack[--depth];
a = pricestack[--depth];
pricestack[depth++] = (((a * SATOSHIDEN) / b) * SATOSHIDEN) / c;
}
else
errcode = -6;
break;
case PRICES_MMD:
if( depth >= 3 ) {
c = pricestack[--depth];
b = pricestack[--depth];
a = pricestack[--depth];
pricestack[depth++] = (a * b) / c;
}
else
errcode = -7;
break;
case PRICES_MMD:
if (depth >= 3) {
c = pricestack[--depth];
b = pricestack[--depth];
a = pricestack[--depth];
pricestack[depth++] = (a * b) / c;
}
else
errcode = -7;
break;
case PRICES_MMM:
if( depth >= 3 ) {
c = pricestack[--depth];
b = pricestack[--depth];
a = pricestack[--depth];
pricestack[depth++] = ((a * b) / SATOSHIDEN) * c;
}
else
errcode = -8;
break;
case PRICES_MMM:
if (depth >= 3) {
c = pricestack[--depth];
b = pricestack[--depth];
a = pricestack[--depth];
pricestack[depth++] = ((a * b) / SATOSHIDEN) * c;
}
else
errcode = -8;
break;
case PRICES_DDD:
if( depth >= 3 ) {
c = pricestack[--depth];
b = pricestack[--depth];
a = pricestack[--depth];
pricestack[depth++] = (((((SATOSHIDEN * SATOSHIDEN) / a) * SATOSHIDEN) / b) * SATOSHIDEN) / c;
}
else
errcode = -9;
break;
case PRICES_DDD:
if (depth >= 3) {
c = pricestack[--depth];
b = pricestack[--depth];
a = pricestack[--depth];
pricestack[depth++] = (((((SATOSHIDEN * SATOSHIDEN) / a) * SATOSHIDEN) / b) * SATOSHIDEN) / c;
}
else
errcode = -9;
break;
default:
errcode = -10;
break;
default:
errcode = -10;
break;
}
if (errcode != 0)
break;
std::cerr << "pricestack[depth-1=" << depth-1 << "]=" << pricestack[depth-1] << std::endl;
std::cerr << "pricestack[depth=" << depth << "]=" << pricestack[depth] << std::endl;
}
free(pricedata);
if (errcode != 0)
if (errcode != 0)
std::cerr << "prices_syntheticprice warning: errcode in switch=" << errcode << std::endl;
if (den == 0) {
std::cerr << "prices_syntheticprice den==0 return err=-11" << std::endl;
return(-11);