DragonX/dragonx
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases 3 Wiki Activity

costbasis logging

Browse Source
This commit is contained in:
dimxy
2019-04-19 01:29:55 +05:00
parent acd979ea06
commit 771273f195
1 changed files with 11 additions and 3 deletions
Download Patch File Download Diff File Expand all files Collapse all files

14
src/cc/prices.cpp
View File

@@ -628,14 +628,22 @@ int64_t prices_syntheticprofits(bool calcCostbasis, int64_t &costbasis, int32_t
} }
if (calcCostbasis) { if (calcCostbasis) {
if (minmax) { // if we are within day window, set costbasis to max or min price value 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 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; 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 { else {
costbasis = price; // smoothed value costbasis = price; // smoothed value
std::cerr << "prices_syntheticprofits() smoothed costbasis=" << costbasis << " price=" << price << std::endl;
} }
} }