Test
This commit is contained in:
@@ -2339,7 +2339,7 @@ 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)
|
int64_t komodo_pricesmoothed(int64_t *correlated,int32_t daywindow,int64_t *nonzprices,int32_t smoothwidth)
|
||||||
{
|
{
|
||||||
const int64_t coeffs[7] = { -1, 9, -45, 0, 45, -9, 1 }; // / 60
|
const int64_t coeffs[7] = { -1, 9, -45, 1, 45, -9, 1 }; // / 60
|
||||||
int32_t i,iter; int64_t smoothedden,smoothedsum,sum,den,smoothed[7],firstprice = correlated[0];
|
int32_t i,iter; int64_t smoothedden,smoothedsum,sum,den,smoothed[7],firstprice = correlated[0];
|
||||||
if ( daywindow < 2 )
|
if ( daywindow < 2 )
|
||||||
return(0);
|
return(0);
|
||||||
@@ -2378,7 +2378,7 @@ int64_t komodo_pricesmoothed(int64_t *correlated,int32_t daywindow,int64_t *nonz
|
|||||||
smoothed[iter] = (sum / den);
|
smoothed[iter] = (sum / den);
|
||||||
}
|
}
|
||||||
smoothedsum = 0;
|
smoothedsum = 0;
|
||||||
smoothedden = 60;
|
smoothedden = 1;
|
||||||
for (i=0; i<7; i++)
|
for (i=0; i<7; i++)
|
||||||
{
|
{
|
||||||
fprintf(stderr,"%.4f ",(double)smoothed[i]/10000);
|
fprintf(stderr,"%.4f ",(double)smoothed[i]/10000);
|
||||||
|
|||||||
Reference in New Issue
Block a user