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0.9 decay

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jl777
2019-04-02 09:49:48 -11:00
parent fd5a2f04ca
commit 480349a221
1 changed files with 3 additions and 3 deletions
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6
src/komodo_gateway.h
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@@ -2312,7 +2312,7 @@ 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; sum += ((daywindow - i) * (price + firstprice*9)) / 10;
n++; n++;
} }
} }
@@ -2361,10 +2361,10 @@ int64_t komodo_pricesmoothed(int64_t *correlated,int32_t daywindow,int64_t *nonz
sum = den = 0; sum = den = 0;
for (i=0; i<daywindow; i++) for (i=0; i<daywindow; i++)
{ {
sum += (daywindow - i) * correlated[i]; sum += ((daywindow - i) * (correlated[i] + firstprice*9))/10;
den += (daywindow - i); den += (daywindow - i);
} }
smoothed = ((sum / den) + firstprice) >> 1; smoothed = (sum / den);
} }
return(smoothed); return(smoothed);
} }