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change ave costbasis to gmp

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dimxy
2019-04-30 20:39:49 +05:00
parent fe0f7ed579
commit 802acc8c44
1 changed files with 52 additions and 73 deletions
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125
src/cc/prices.cpp
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@@ -841,68 +841,11 @@ int32_t prices_syntheticprofits(int64_t &costbasis, int32_t firstheight, int32_t
profits = mpz_get_si(mpzProfits);
mpz_t mpzTest;
mpz_init(mpzTest);
mpz_set_si(mpzTest, 5);
mpz_cdiv_qr_ui(mpzTest, mpzRemainder, mpzTest, 2);
std::cerr << "mpz_cdiv_qr_ui 5/2=" << mpz_get_si(mpzTest);
mpz_set_si(mpzTest, 5);
mpz_tdiv_qr_ui(mpzTest, mpzRemainder, mpzTest, 2);
std::cerr << " mpz_tdiv_qr_ui 5/2=" << mpz_get_si(mpzTest);
mpz_set_si(mpzTest, 5);
mpz_fdiv_qr_ui(mpzTest, mpzRemainder, mpzTest, 2);
std::cerr << " mpz_fdiv_qr_ui 5/2=" << mpz_get_si(mpzTest);
mpz_set_si(mpzTest, -5);
mpz_cdiv_qr_ui(mpzTest, mpzRemainder, mpzTest, 2);
std::cerr << " mpz_cdiv_qr_ui -5/2=" << mpz_get_si(mpzTest);
mpz_set_si(mpzTest, -5);
mpz_tdiv_qr_ui(mpzTest, mpzRemainder, mpzTest, 2);
std::cerr << " mpz_tdiv_qr_ui -5/2=" << mpz_get_si(mpzTest);
mpz_set_si(mpzTest, -5);
mpz_fdiv_qr_ui(mpzTest, mpzRemainder, mpzTest, 2);
std::cerr << " mpz_fdiv_qr_ui -5/2=" << mpz_get_si(mpzTest);
std::cerr << std::endl;
mpz_set_si(mpzTest, 7);
mpz_cdiv_qr_ui(mpzTest, mpzRemainder, mpzTest, 3);
std::cerr << "mpz_cdiv_qr_ui 7/3=" << mpz_get_si(mpzTest);
mpz_set_si(mpzTest, 7);
mpz_tdiv_qr_ui(mpzTest, mpzRemainder, mpzTest, 3);
std::cerr << " mpz_tdiv_qr_ui 7/3=" << mpz_get_si(mpzTest);
mpz_set_si(mpzTest, 7);
mpz_fdiv_qr_ui(mpzTest, mpzRemainder, mpzTest, 3);
std::cerr << " mpz_fdiv_qr_ui 7/3=" << mpz_get_si(mpzTest);
mpz_set_si(mpzTest, -7);
mpz_cdiv_qr_ui(mpzTest, mpzRemainder, mpzTest, 3);
std::cerr << " mpz_cdiv_qr_ui -7/3=" << mpz_get_si(mpzTest);
mpz_set_si(mpzTest, -7);
mpz_tdiv_qr_ui(mpzTest, mpzRemainder, mpzTest, 3);
std::cerr << " mpz_tdiv_qr_ui -7/3=" << mpz_get_si(mpzTest);
mpz_set_si(mpzTest, -7);
mpz_fdiv_qr_ui(mpzTest, mpzRemainder, mpzTest, 3);
std::cerr << " mpz_fdiv_qr_ui -7/3=" << mpz_get_si(mpzTest);
std::cerr << std::endl;
mpz_clear(mpzRemainder);
mpz_clear(mpzLeverage);
mpz_clear(mpzProfits);
mpz_clear(mpzCostbasis);
mpz_clear(mpzPrice);
mpz_clear(mpzTest);
}
else
@@ -1434,34 +1377,66 @@ UniValue PricesInfo(uint256 bettxid, int32_t refheight)
result.push_back(Pair("error", "error scanning chain"));
return(result);
}
mpz_t mpzTotalbets;
mpz_t mpzTotalprofits;
mpz_t mpzTotalcostbasis;
mpz_init(mpzTotalbets);
mpz_init(mpzTotalprofits);
mpz_init(mpzTotalcostbasis);
int64_t totalbets = 0;
int64_t totalprofits = 0;
double dcostbasis = 0.0;
for (auto b : bets) {
totalbets += b.amount;
totalprofits += b.profits;
dcostbasis += b.amount * (double)b.costbasis;
mpz_t mpzProduct;
mpz_t mpzProfits;
mpz_init(mpzProduct);
mpz_init(mpzProfits);
//totalprofits += b.profits;
//dcostbasis += b.amount * (double)b.costbasis;
// costbasis += b.amount * (b.costbasis / PRICES_POINTFACTOR); // prevent int64 overflow (but we have underflow for 1/BTC)
std::cerr << "PricesInfo() acc dcostbasis=" << dcostbasis << " b.amount=" << b.amount << " b.costbasis/PRICES_POINTFACTOR=" << (b.costbasis / PRICES_POINTFACTOR) << std::endl;
// std::cerr << "PricesInfo() acc dcostbasis=" << dcostbasis << " b.amount=" << b.amount << " b.costbasis/PRICES_POINTFACTOR=" << (b.costbasis / PRICES_POINTFACTOR) << std::endl;
//std::cerr << "PricesInfo() acc dcostbasis=" << dcostbasis << " b.amount=" << b.amount << " b.costbasis/PRICES_POINTFACTOR=" << (b.costbasis / PRICES_POINTFACTOR) << std::endl;
mpz_set_ui(mpzProduct, b.costbasis);
mpz_mul_ui(mpzProduct, mpzProduct, (uint64_t)b.amount); // b.costbasis * b.amount
mpz_add(mpzTotalcostbasis, mpzTotalcostbasis, mpzProduct); //averageCostbasis += b.costbasis * b.amount;
mpz_add_ui(mpzTotalbets, mpzTotalbets, (uint64_t)b.amount); //totalbets += b.amount;
mpz_add(mpzTotalprofits, mpzTotalprofits, mpzProfits); //totalprofits += b.profits;
mpz_clear(mpzProduct);
mpz_clear(mpzProfits);
}
int64_t equity = totalbets + totalprofits;
int64_t costbasis;
int64_t averageCostbasis = 0;
if (totalbets != 0) { //prevent zero div
// costbasis *= PRICES_POINTFACTOR; // save last 0.0000xxxx positions
costbasis = (int64_t) (dcostbasis / (double)totalbets);
//costbasis = (int64_t) (dcostbasis / (double)totalbets);
mpz_t mpzAverageCostbasis;
mpz_init(mpzAverageCostbasis);
mpz_mul_ui(mpzTotalcostbasis, mpzTotalcostbasis, SATOSHIDEN); // normalization to prevent loss while div
mpz_tdiv_q(mpzAverageCostbasis, mpzTotalcostbasis, mpzTotalbets); // profits /= SATOSHIDEN // de-normalization
mpz_tdiv_q_ui(mpzAverageCostbasis, mpzAverageCostbasis, SATOSHIDEN); // profits /= SATOSHIDEN // de-normalization
averageCostbasis = mpz_get_ui(mpzAverageCostbasis);
mpz_clear(mpzAverageCostbasis);
}
else
costbasis = 0;
int64_t liqprice;
int64_t liqprice = 0;
if (leverage != 0) {// prevent zero div
liqprice = costbasis - costbasis / leverage;
//liqprice /= PRICES_POINTFACTOR;
//liqprice *= PRICES_POINTFACTOR; // last posiitons should be == 0000
liqprice = averageCostbasis - averageCostbasis / leverage;
}
else
liqprice = 0;
if (equity >= 0)
result.push_back(Pair("rekt", 0));
@@ -1473,7 +1448,7 @@ UniValue PricesInfo(uint256 bettxid, int32_t refheight)
}
result.push_back(Pair("batontxid", batontxid.GetHex()));
result.push_back(Pair("costbasis", ValueFromAmount(costbasis)));
result.push_back(Pair("costbasis", ValueFromAmount(averageCostbasis)));
prices_betjson(result, bets, leverage, endheight, lastprice);
@@ -1483,6 +1458,10 @@ UniValue PricesInfo(uint256 bettxid, int32_t refheight)
//#ifdef TESTMODE
// result.push_back(Pair("test_daywindow", PRICES_DAYWINDOW));
//#endif
mpz_clear(mpzTotalbets);
mpz_clear(mpzTotalprofits);
mpz_clear(mpzTotalcostbasis);
return(result);
}
}