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added COSTBASIS_PERIOD var

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dimxy
2019-05-03 10:43:07 +05:00
parent dec5613c96
commit 9ae73e9219
1 changed files with 10 additions and 7 deletions
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17
src/cc/prices.cpp
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@@ -1086,16 +1086,19 @@ int64_t prices_syntheticprice(std::vector<uint16_t> vec, int32_t height, int32_t
int32_t prices_syntheticprofits(int64_t &costbasis, int32_t firstheight, int32_t height, int16_t leverage, std::vector<uint16_t> vec, int64_t positionsize, int64_t &profits, int64_t &outprice) int32_t prices_syntheticprofits(int64_t &costbasis, int32_t firstheight, int32_t height, int16_t leverage, std::vector<uint16_t> vec, int64_t positionsize, int64_t &profits, int64_t &outprice)
{ {
int64_t price; int64_t price;
#ifndef TESTMODE
const int32_t COSTBASIS_PERIOD = PRICES_DAYWINDOW;
#else
const int32_t COSTBASIS_PERIOD = 7;
#endif
if (height < firstheight) { if (height < firstheight) {
fprintf(stderr, "requested height is lower than bet firstheight.%d\n", height); fprintf(stderr, "requested height is lower than bet firstheight.%d\n", height);
return -1; return -1;
} }
#ifndef TESTMODE
int32_t minmax = (height < firstheight + PRICES_DAYWINDOW); // if we are within 24h then use min or max value int32_t minmax = (height < firstheight + COSTBASIS_PERIOD); // if we are within 24h then use min or max value
#else
int32_t minmax = (height < firstheight + 7); // if we are within 24h then use min or max value
#endif
if ((price = prices_syntheticprice(vec, height, minmax, leverage)) < 0) if ((price = prices_syntheticprice(vec, height, minmax, leverage)) < 0)
{ {
@@ -1122,12 +1125,12 @@ int32_t prices_syntheticprofits(int64_t &costbasis, int32_t firstheight, int32_t
//} //}
} }
else { else {
if (height == firstheight + PRICES_DAYWINDOW) { if (height == firstheight + COSTBASIS_PERIOD) {
// if costbasis not set, just set it // if costbasis not set, just set it
//costbasis = price; //costbasis = price;
// use calculated minmax costbasis // use calculated minmax costbasis
std::cerr << "prices_syntheticprofits() use permanent costbasis=" << costbasis << " height=" << height << std::endl; std::cerr << "prices_syntheticprofits() use permanent costbasis=" << costbasis << " at height=" << height << std::endl;
} }
} }