DragonX/dragonx
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases 2 Wiki Activity

First version correlator

Browse Source
This commit is contained in:
jl777
2019-04-02 03:16:20 -11:00
parent b952e57e95
commit 4b7a2ca365
2 changed files with 35 additions and 11 deletions
Download Patch File Download Diff File Expand all files Collapse all files

42
src/komodo_gateway.h
View File

@@ -2232,17 +2232,39 @@ int64_t komodo_pricesmoothed(int64_t *correlated,int32_t numprices)
return(correlated[0]); return(correlated[0]);
} }
int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int32_t numprices) int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int32_t daywindow)
{ {
int32_t i; int64_t price,sum = 0; int32_t i,j,iter,correlation; int64_t price,sum; uint32_t refprice,lowprice,highprice;
for (i=0; i<numprices; i++) if ( daywindow < 2 )
return(-1);
for (iter=0; iter<daywindow; iter++)
{ {
if ( (price= rawprices[i]) == 0 ) sum = correlation = 0;
return(0); i = (j + seed) % daywindow;
if ( ind < 36 ) refprice = rawprices[i] * (ind < 36 ? 10000 : 1);
price *= 10000; highprice = ((int64_t)refprice * (COIN + PRICES_MAXCHANGE/2)) / COIN;
sum += price; lowprice = ((int64_t)refprice * (COIN - PRICES_MAXCHANGE/2)) / COIN;
if ( highprice == refprice )
highprice++;
if ( lowprice == refprice )
lowprice--;
for (j=0; j<daywindow; j++,i++)
{
if ( i >= daywindow )
i = 0;
if ( (price= rawprices[i]) == 0 )
return(-1);
if ( price >= lowprice && price <= highprice )
{
sum += price;
correlation++;
if ( correlation > (daywindow>>1) )
{
fprintf(stderr,"iter.%d j.%d i.%d correlation.%d ref %llu -> %llu\n",iter,j,i,correlation,(long long)refprice,(long long)sum/correlation);
return(sum / correlation)
}
}
}
} }
//fprintf(stderr," ave %.8f [%d]\n",((double)sum/numprices)/COIN,numprices); return(0);
return(sum / numprices);
} }

4
src/rpc/blockchain.cpp
View File

@@ -1238,7 +1238,8 @@ UniValue prices(const UniValue& params, bool fHelp)
for (i=0; i<maxsamples+daywindow; i++) for (i=0; i<maxsamples+daywindow; i++)
{ {
offset = j*width + i; offset = j*width + i;
correlated[i] = komodo_pricecorrelated(seed,j,&prices[offset],daywindow); if ( (correlated[i]= komodo_pricecorrelated(seed,j,&prices[offset],daywindow)) < 0 )
throw JSONRPCError(RPC_INVALID_PARAMETER, "null correlated price");
} }
for (i=0; i<maxsamples; i++) for (i=0; i<maxsamples; i++)
{ {
@@ -1256,6 +1257,7 @@ UniValue prices(const UniValue& params, bool fHelp)
} }
ret.push_back(Pair("pricefeeds",a)); ret.push_back(Pair("pricefeeds",a));
ret.push_back(Pair("result","success")); ret.push_back(Pair("result","success"));
ret.push_back(Pair("seed",(int64_t)seed));
ret.push_back(Pair("height",(int64_t)nextheight-1)); ret.push_back(Pair("height",(int64_t)nextheight-1));
ret.push_back(Pair("maxsamples",(int64_t)maxsamples)); ret.push_back(Pair("maxsamples",(int64_t)maxsamples));
ret.push_back(Pair("width",(int64_t)width)); ret.push_back(Pair("width",(int64_t)width));