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corrected costbasis is the latest minmax value

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dimxy
2019-04-29 16:58:05 +05:00
parent 6e8e695bc8
commit 79397bbe88
1 changed files with 4 additions and 7 deletions
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11
src/cc/prices.cpp
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@@ -775,17 +775,14 @@ int32_t prices_syntheticprofits(int64_t &costbasis, int32_t firstheight, int32_t
//else { //-> use the previous value
// std::cerr << "prices_syntheticprofits() unchanged costbasis=" << costbasis << " price=" << price << " leverage=" << leverage << std::endl;
//}
}
else {
if (height == firstheight + PRICES_DAYWINDOW) {
// if costbasis not set, just set it
costbasis = price;
std::cerr << "prices_syntheticprofits() permanent costbasis=" << costbasis << " height=" << height << std::endl;
}
else {
// use provided costbasis
//std::cerr << "prices_syntheticprofits() provided costbasis=" << costbasis << " price=" << price << std::endl;
//costbasis = price;
// use calculated minmax costbasis
std::cerr << "prices_syntheticprofits() use permanent costbasis=" << costbasis << " height=" << height << std::endl;
}
}