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

added reduced expr

Browse Source
This commit is contained in:
dimxy
2019-05-02 18:21:51 +05:00
parent e587d489c9
commit 6623acf4db
1 changed files with 169 additions and 33 deletions
Download Patch File Download Diff File Expand all files Collapse all files

202
src/cc/prices.cpp
View File

@@ -587,69 +587,199 @@ static std::string prices_getsourceexpression(const std::vector<uint16_t> &vec)
return expr;
}
// helper functions to get synthetic expression reduced:
// return s true and needed operand count if string is opcode
static bool prices_isopcode(const std::string &s, int &need)
{
if (s == "!") {
need = 1;
return true;
}
else if (s == "*" || s == "/") {
need = 2;
return true;
}
else if (s == "***" || s == "///" || s == "*//" || s == "**/") {
need = 3;
return true;
}
else
return false;
}
// split pair onto two quotes divided by "_"
static void prices_splitpair(const std::string &pair, std::string &upperquote, std::string &bottomquote)
{
size_t pos = pair.find('_'); // like BTC_USD
if (pos != std::string::npos) {
upperquote = pair.substr(0, pos);
bottomquote = pair.substr(pos);
bottomquote = pair.substr(pos + 1);
}
else {
upperquote = pair;
bottomquote = "";
}
std::cerr << "prices_splitpair: upperquote=" << upperquote << " bottomquote=" << bottomquote << std::endl;
}
// search for an upper or bottom quote in the vectored expression, remove it from the vector with its weight and with operation correction
static bool prices_tryextractpair(const std::vector<std::string> &vexpr, size_t istart, const std::string &quote, bool isSearchUpper, std::string &foundpair, int32_t &weight) {
// invert pair like BTS_USD -> USD_BTC
static std::string prices_invertpair(const std::string &pair)
{
std::string upperquote, bottomquote;
prices_splitpair(pair, upperquote, bottomquote);
return bottomquote + std::string("_") + upperquote;
}
/* for (size_t i = istart; i < vexpr.size(); i++) {
if (komodo_priceind(vexpr[i].c_str()) >= 0) {
// invert pairs in operation accordingly to "/" operator
static void prices_invertoperation(const std::vector<std::string> &vexpr, int p, std::vector<std::string> &voperation)
{
int32_t need;
voperation.clear();
if (prices_isopcode(vexpr[p], need) && need > 1) {
if (need == 2) {
voperation.push_back(vexpr[p - 2]);
if (vexpr[p] == "/")
voperation.push_back(prices_invertpair(vexpr[p - 1]));
else
voperation.push_back(vexpr[p - 1]);
voperation.push_back("*");
}
if (need == 3) {
int i;
std::string::const_iterator c;
for (c = vexpr[p].begin(), i = -3; c != vexpr[p].end(); c++, i++) {
if (*c == '/')
voperation.push_back(prices_invertpair(vexpr[p + i]));
else
voperation.push_back(vexpr[p + i]);
}
voperation.push_back("***");
}
}
//std::cerr << "prices_invert inverted=";
for (auto v : voperation) std::cerr << v << " ";
std::cerr << std::endl;
}
// reduce pair in operation, change or remove opcode if reduced
static int prices_reduceoperands(std::vector<std::string> &voperation)
{
int opcount = voperation.size() - 1;
int need = opcount;
//std::cerr << "prices_reduceoperands begin need=" << need << std::endl;
while (true) {
int i;
//std::cerr << "prices_reduceoperands opcount=" << opcount << std::endl;
for (i = 0; i < opcount; i++) {
std::string upperquote, bottomquote;
prices_splitpair(vexpr[i], upperquote, bottomquote);
bool breaktostart = false;
if (quote == upperquote) {
if( )
//std::cerr << "prices_reduceoperands voperation[i]=" << voperation[i] << " i=" << i << std::endl;
prices_splitpair(voperation[i], upperquote, bottomquote);
if (upperquote == bottomquote) {
std::cerr << "prices_reduceoperands erasing i=" << i << std::endl;
voperation.erase(voperation.begin() + i);
opcount--;
//std::cerr << "prices_reduceoperands erased, size=" << voperation.size() << std::endl;
if (voperation.size() > 0 && voperation.back() == "*")
voperation.pop_back();
breaktostart = true;
break;
}
int j;
for (j = i + 1; j < opcount; j++) {
//std::cerr << "prices_reduceoperands voperation[j]=" << voperation[j] << " j=" << j << std::endl;
std::string upperquotej, bottomquotej;
prices_splitpair(voperation[j], upperquotej, bottomquotej);
if (upperquote == bottomquotej || bottomquote == upperquotej) {
if (upperquote == bottomquotej)
voperation[i] = upperquotej + "_" + bottomquote;
else
voperation[i] = upperquote + "_" + bottomquotej;
//std::cerr << "prices_reduceoperands erasing j=" << j << std::endl;
voperation.erase(voperation.begin() + j);
opcount--;
//std::cerr << "prices_reduceoperands erased, size=" << voperation.size() << std::endl;
need--;
if (voperation.back() == "***") {
voperation.pop_back();
voperation.push_back("*");
}
else if (voperation.back() == "*") {
voperation.pop_back();
}
breaktostart = true;
break;
}
}
//if (j < voperation.size() - 1)
if (breaktostart)
break;
}
}*/
return true;
if (i >= opcount) // all seen
break;
}
//std::cerr << "prices_reduceoperands end need=" << need << std::endl;
return need;
}
// try to reduce synthetic expression by substituting "BTC_USD, 20, BTC_EUR, 30, *" with "EUR_USD, 30/20"
static std::string prices_reduceexp(const std::vector<uint16_t> &vec)
// substitute reduced operation in vectored expr
static void prices_substitutereduced(std::vector<std::string> &vexpr, int p, std::vector<std::string> voperation)
{
int need;
prices_isopcode(vexpr[p], need);
vexpr.erase(vexpr.begin() + p - need, vexpr.begin() + p + 1);
vexpr.insert(vexpr.begin() + p - need, voperation.begin(), voperation.end());
}
// try to reduce synthetic expression by substituting "BTC_USD, BTC_EUR, 30, /" with "EUR_USD, 30"
static std::string prices_getreducedexpr(const std::string &expr)
{
std::string reduced;
return reduced;
/*
std::vector<std::string> vexpr;
SplitStr(expr, vexpr);
for (size_t i = 0; i < vexpr.size(); i ++) {
if (komodo_priceind(vexpr[i].c_str()) >= 0) {
std::string upperquote, bottomquote;
std::string foundpair1, foundpair2;
int32_t weight1, weight2;
prices_splitpair(vexpr[i], upperquote, bottomquote);
if (prices_tryextractpair(vexpr, i+1, upperquote, false, foundpair1, weight1)) {
}
if (prices_tryextractpair(vexpr, i+1, bottomquote, true, foundpair2, weight2)) {
for (size_t i = 0; i < vexpr.size(); i++) {
int need;
if (prices_isopcode(vexpr[i], need)) {
std::vector<std::string> voperation;
prices_invertoperation(vexpr, i, voperation);
int reducedneed = prices_reduceoperands(voperation);
if (reducedneed < need) {
prices_substitutereduced(vexpr, i, voperation);
}
}
}
*/
for (size_t i = 0; i < vexpr.size(); i++) {
if (reduced.size() > 0)
reduced += std::string(", ");
reduced += vexpr[i];
}
//std::cerr << "reduced=" << reduced << std::endl;
return reduced;
}
// parse synthetic expression into vector of codes
int32_t prices_syntheticvec(std::vector<uint16_t> &vec, std::vector<std::string> synthetic)
{
int32_t i, need, ind, depth = 0; std::string opstr; uint16_t opcode, weight;
@@ -1013,8 +1143,6 @@ int32_t prices_syntheticprofits(int64_t &costbasis, int32_t firstheight, int32_t
// profits = dprofits;
//std::cerr << "prices_syntheticprofits() dprofits=" << dprofits << std::endl;
if (costbasis > 0) {
mpz_t mpzProfits;
mpz_t mpzCostbasis;
@@ -1161,6 +1289,7 @@ int64_t prices_enumaddedbets(uint256 &batontxid, std::vector<BetInfo> &bets, uin
return(addedBetsTotal);
}
// pricesbet rpc impl: make betting tx
UniValue PricesBet(int64_t txfee, int64_t amount, int16_t leverage, std::vector<std::string> synthetic)
{
int32_t nextheight = komodo_nextheight();
@@ -1206,6 +1335,7 @@ UniValue PricesBet(int64_t txfee, int64_t amount, int16_t leverage, std::vector<
return(result);
}
// pricesaddfunding rpc impl: add yet another bet
UniValue PricesAddFunding(int64_t txfee, uint256 bettxid, int64_t amount)
{
int32_t nextheight = komodo_nextheight();
@@ -1289,7 +1419,7 @@ int32_t prices_scanchain(std::vector<BetInfo> &bets, int16_t leverage, std::vect
return 0;
}
// set cost basis (open price) for the bet
// pricescostbasis rpc impl: set cost basis (open price) for the bet (deprecated)
UniValue PricesSetcostbasis(int64_t txfee, uint256 bettxid)
{
int32_t nextheight = komodo_nextheight();
@@ -1360,6 +1490,7 @@ UniValue PricesSetcostbasis(int64_t txfee, uint256 bettxid)
return(result);
}
// pricesrekt rpc: anyone can rekt a bet at some block where losses reached limit, collecting fee
UniValue PricesRekt(int64_t txfee, uint256 bettxid, int32_t rektheight)
{
int32_t nextheight = komodo_nextheight();
@@ -1448,6 +1579,7 @@ UniValue PricesRekt(int64_t txfee, uint256 bettxid, int32_t rektheight)
return(result);
}
// pricescashout rpc impl: bettor can cashout hit bet if it is not rekt
UniValue PricesCashout(int64_t txfee, uint256 bettxid)
{
int32_t nextheight = komodo_nextheight();
@@ -1533,6 +1665,7 @@ UniValue PricesCashout(int64_t txfee, uint256 bettxid)
return(result);
}
// pricesinfo rpc impl
UniValue PricesInfo(uint256 bettxid, int32_t refheight)
{
UniValue result(UniValue::VOBJ);
@@ -1645,7 +1778,9 @@ UniValue PricesInfo(uint256 bettxid, int32_t refheight)
result.push_back(Pair("rektheight", (int64_t)endheight));
}
result.push_back(Pair("expression", prices_getsourceexpression(vec)));
std::string expr = prices_getsourceexpression(vec);
result.push_back(Pair("expression", expr));
result.push_back(Pair("reduced", prices_getreducedexpr(expr)));
result.push_back(Pair("batontxid", batontxid.GetHex()));
result.push_back(Pair("costbasis", ValueFromAmount(averageCostbasis)));
@@ -1669,6 +1804,7 @@ UniValue PricesInfo(uint256 bettxid, int32_t refheight)
return(result);
}
// priceslist rpc impl
UniValue PricesList(uint32_t filter, CPubKey mypk)
{
UniValue result(UniValue::VARR);