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costbasis logging

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dimxy
2019-04-19 01:29:55 +05:00
parent acd979ea06
commit 771273f195
1 changed files with 11 additions and 3 deletions
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14
src/cc/prices.cpp
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@@ -628,14 +628,22 @@ int64_t prices_syntheticprofits(bool calcCostbasis, int64_t &costbasis, int32_t
}
if (calcCostbasis) {
if (minmax) { // if we are within day window, set costbasis to max or min price value
if (leverage > 0 && price > costbasis)
if (leverage > 0 && price > costbasis) {
costbasis = price; // set costbasis
else if (leverage < 0 && (costbasis == 0 || price < costbasis))
std::cerr << "prices_syntheticprofits() minmax costbasis=" << costbasis << " price=" << price << std::endl;
}
else if (leverage < 0 && (costbasis == 0 || price < costbasis)) {
costbasis = price;
// else -> use the previous value
std::cerr << "prices_syntheticprofits() minmax costbasis=" << costbasis << " price=" << price << std::endl;
}
else { //-> use the previous value
std::cerr << "prices_syntheticprofits() unchanged costbasis=" << costbasis << " price=" << price << std::endl;
}
}
else {
costbasis = price; // smoothed value
std::cerr << "prices_syntheticprofits() smoothed costbasis=" << costbasis << " price=" << price << std::endl;
}
}