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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 // 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; int32_t i, value, errcode, depth, retval = -1;
uint16_t opcode; uint16_t opcode;
int64_t *pricedata,pricestack[4],price,den,a,b,c; 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; price = den = depth = errcode = 0;
for (i=0; i<vec.size(); i++) for (i = 0; i < vec.size(); i++)
{ {
opcode = vec[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; 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 case 0: // indices
pricestack[depth] = 0; pricestack[depth] = 0;
if ( prices_extract(pricedata,height,1,value) == 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 we are within 24h use min or max price
if ( !minmax ) if (leverage > 0)
pricestack[depth] = pricedata[2]; // use smoothed value if we are over 24h pricestack[depth] = (pricedata[1] > pricedata[2]) ? pricedata[1] : pricedata[2]; // MAX
else else
{ pricestack[depth] = (pricedata[1] < pricedata[2]) ? pricedata[1] : pricedata[2]; // MIN
// 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
}
} }
if ( pricestack[depth] == 0 ) }
errcode = -1; if (pricestack[depth] == 0)
errcode = -1;
depth++; depth++;
break; break;
case PRICES_WEIGHT: // multiply by weight and consume top of stack by updating price case PRICES_WEIGHT: // multiply by weight and consume top of stack by updating price
if( depth == 1 ) { if (depth == 1) {
depth--; depth--;
price += pricestack[0] * value; price += pricestack[0] * value;
den += value; // acc weight value den += value; // acc weight value
} }
else else
errcode = -2; errcode = -2;
break; break;
case PRICES_MULT: case PRICES_MULT:
if( depth >= 2 ) { if (depth >= 2) {
b = pricestack[--depth]; b = pricestack[--depth];
a = pricestack[--depth]; a = pricestack[--depth];
pricestack[depth++] = (a * b) / SATOSHIDEN; pricestack[depth++] = (a * b) / SATOSHIDEN;
} }
else else
errcode = -3; errcode = -3;
break; break;
case PRICES_DIV: case PRICES_DIV:
if( depth >= 2 ) { if (depth >= 2) {
b = pricestack[--depth]; b = pricestack[--depth];
a = pricestack[--depth]; a = pricestack[--depth];
pricestack[depth++] = (a * SATOSHIDEN) / b; pricestack[depth++] = (a * SATOSHIDEN) / b;
} }
else else
errcode = -4; errcode = -4;
break; break;
case PRICES_INV: case PRICES_INV:
if( depth >= 1 ) { if (depth >= 1) {
a = pricestack[--depth]; a = pricestack[--depth];
pricestack[depth++] = (SATOSHIDEN * SATOSHIDEN) / a; pricestack[depth++] = (SATOSHIDEN * SATOSHIDEN) / a;
} }
else else
errcode = -5; errcode = -5;
break; break;
case PRICES_MDD: case PRICES_MDD:
if( depth >= 3 ) { if (depth >= 3) {
c = pricestack[--depth]; c = pricestack[--depth];
b = pricestack[--depth]; b = pricestack[--depth];
a = pricestack[--depth]; a = pricestack[--depth];
pricestack[depth++] = (((a * SATOSHIDEN) / b) * SATOSHIDEN) / c; pricestack[depth++] = (((a * SATOSHIDEN) / b) * SATOSHIDEN) / c;
} }
else else
errcode = -6; errcode = -6;
break; break;
case PRICES_MMD: case PRICES_MMD:
if( depth >= 3 ) { if (depth >= 3) {
c = pricestack[--depth]; c = pricestack[--depth];
b = pricestack[--depth]; b = pricestack[--depth];
a = pricestack[--depth]; a = pricestack[--depth];
pricestack[depth++] = (a * b) / c; pricestack[depth++] = (a * b) / c;
} }
else else
errcode = -7; errcode = -7;
break; break;
case PRICES_MMM: case PRICES_MMM:
if( depth >= 3 ) { if (depth >= 3) {
c = pricestack[--depth]; c = pricestack[--depth];
b = pricestack[--depth]; b = pricestack[--depth];
a = pricestack[--depth]; a = pricestack[--depth];
pricestack[depth++] = ((a * b) / SATOSHIDEN) * c; pricestack[depth++] = ((a * b) / SATOSHIDEN) * c;
} }
else else
errcode = -8; errcode = -8;
break; break;
case PRICES_DDD: case PRICES_DDD:
if( depth >= 3 ) { if (depth >= 3) {
c = pricestack[--depth]; c = pricestack[--depth];
b = pricestack[--depth]; b = pricestack[--depth];
a = pricestack[--depth]; a = pricestack[--depth];
pricestack[depth++] = (((((SATOSHIDEN * SATOSHIDEN) / a) * SATOSHIDEN) / b) * SATOSHIDEN) / c; pricestack[depth++] = (((((SATOSHIDEN * SATOSHIDEN) / a) * SATOSHIDEN) / b) * SATOSHIDEN) / c;
} }
else else
errcode = -9; errcode = -9;
break; break;
default: default:
errcode = -10; errcode = -10;
break; break;
} }
if (errcode != 0) if (errcode != 0)
break; break;
std::cerr << "pricestack[depth-1=" << depth-1 << "]=" << pricestack[depth-1] << std::endl; std::cerr << "pricestack[depth=" << depth << "]=" << pricestack[depth] << std::endl;
} }
free(pricedata); free(pricedata);
if (errcode != 0) if (errcode != 0)
std::cerr << "prices_syntheticprice warning: errcode in switch=" << errcode << std::endl; std::cerr << "prices_syntheticprice warning: errcode in switch=" << errcode << std::endl;
if (den == 0) { if (den == 0) {
std::cerr << "prices_syntheticprice den==0 return err=-11" << std::endl; std::cerr << "prices_syntheticprice den==0 return err=-11" << std::endl;
return(-11); return(-11);