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Test

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jl777
2019-04-02 10:58:48 -11:00
parent 966fafb270
commit 79120f3cac
1 changed files with 3 additions and 2 deletions
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5
src/komodo_gateway.h
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@@ -2339,7 +2339,8 @@ int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int
int64_t komodo_pricesmoothed(int64_t *correlated,int32_t daywindow,int64_t *nonzprices,int32_t smoothwidth)
{
const int64_t coeffs[7] = { -1, 9, -45, 1, 45, -9, 1 }; // / 60
//const int64_t coeffs[7] = { -1, 9, -45, 1, 45, -9, 1 }; // / 60
const int64_t coeffs[7] = { -2, 0, 18, 32, 18, 0, -2 };
int32_t i,iter; int64_t smoothedden,smoothedsum,sum,den,smoothed[7],firstprice = correlated[0];
if ( daywindow < 2 )
return(0);
@@ -2378,7 +2379,7 @@ int64_t komodo_pricesmoothed(int64_t *correlated,int32_t daywindow,int64_t *nonz
smoothed[iter] = (sum / den);
}
smoothedsum = 0;
smoothedden = 1;
smoothedden = 64;
for (i=0; i<7; i++)
{
fprintf(stderr,"%.4f ",(double)smoothed[i]/10000);