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jl777
2019-04-02 10:34:58 -11:00
parent 406eb8120c
commit 7fbc6c5f95
2 changed files with 7 additions and 4 deletions
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7
src/komodo_gateway.h
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@@ -2240,7 +2240,7 @@ char *komodo_pricename(char *name,int32_t ind)
return(0);
}
int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int32_t daywindow,uint32_t *nonzprices)
int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int32_t daywindow,uint32_t *nonzprices,int32_t smoothwidth)
{
int32_t i,j,k,n,iter,correlation,maxcorrelation=0; int64_t firstprice,price,sum,den,mult,refprice,lowprice,highprice;
if ( daywindow < 2 )
@@ -2249,7 +2249,7 @@ int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int
mult = 10000;
else mult = 1;
memset(nonzprices,0,sizeof(*nonzprices)*daywindow);
for (iter=0; iter<daywindow; iter++)
for (iter=0; iter<daywindow+smoothwidth; iter++)
{
correlation = 0;
i = (iter + seed) % daywindow;
@@ -2267,7 +2267,10 @@ int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int
if ( i >= daywindow )
i = 0;
if ( (price= rawprices[i]) == 0 )
{
fprintf(stderr,"null rawprice.[%d]\n",i);
return(-1);
}
if ( price >= lowprice && price <= highprice )
{
//fprintf(stderr,"%.1f ",(double)price/10000);