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outprice

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dimxy
2019-04-19 22:30:25 +05:00
parent 71b960a1e1
commit 5f30987ad6
1 changed files with 3 additions and 1 deletions
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4
src/cc/prices.cpp
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@@ -612,9 +612,10 @@ int64_t prices_syntheticprice(std::vector<uint16_t> vec, int32_t height, int32_t
}
// calculates profit/loss for the bet
int64_t prices_syntheticprofits(int64_t &costbasis, int32_t firstheight, int32_t height, int16_t leverage, std::vector<uint16_t> vec, int64_t positionsize, int64_t addedbets, int64_t &price)
int64_t prices_syntheticprofits(int64_t &costbasis, int32_t firstheight, int32_t height, int16_t leverage, std::vector<uint16_t> vec, int64_t positionsize, int64_t addedbets, int64_t &outprice)
{
int64_t profits = 0;
int64_t price;
if (height < firstheight) {
fprintf(stderr, "requested height is lower than bet firstheight.%d\n", height);
@@ -632,6 +633,7 @@ int64_t prices_syntheticprofits(int64_t &costbasis, int32_t firstheight, int32_t
// clear lowest positions:
price /= PRICES_NORMFACTOR;
price *= PRICES_NORMFACTOR;
outprice = price;
if (minmax) { // if we are within day window, set costbasis to max or min price value
if (leverage > 0 && price > costbasis) {