Test
This commit is contained in:
@@ -2345,7 +2345,10 @@ int64_t komodo_pricesmoothed(int64_t *correlated,int32_t daywindow,int64_t *nonz
|
|||||||
if ( correlated[i] == 0 )
|
if ( correlated[i] == 0 )
|
||||||
correlated[i] = correlated[i-1];
|
correlated[i] = correlated[i-1];
|
||||||
if ( firstprice == 0 && correlated[i] != 0 )
|
if ( firstprice == 0 && correlated[i] != 0 )
|
||||||
|
{
|
||||||
firstprice = correlated[i];
|
firstprice = correlated[i];
|
||||||
|
break;
|
||||||
|
}
|
||||||
}
|
}
|
||||||
if ( firstprice != 0 )
|
if ( firstprice != 0 )
|
||||||
{
|
{
|
||||||
@@ -2358,7 +2361,7 @@ 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] + 9*firstprice)/10;
|
||||||
den += (daywindow - i);
|
den += (daywindow - i);
|
||||||
}
|
}
|
||||||
smoothed = (sum / den);
|
smoothed = (sum / den);
|
||||||
|
|||||||
Reference in New Issue
Block a user