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jl777
2019-04-02 03:56:29 -11:00
parent db8fff57ab
commit a4788f61e7
1 changed files with 6 additions and 4 deletions
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10
src/komodo_gateway.h
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@@ -2242,14 +2242,17 @@ int64_t komodo_pricesmoothed(int64_t *correlated,int32_t numprices)
int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int32_t daywindow) int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int32_t daywindow)
{ {
int32_t i,j,n,iter,correlation,maxcorrelation=0; int64_t price,sum,den; uint32_t refprice,lowprice,highprice; int32_t i,j,n,iter,correlation,maxcorrelation=0; int64_t price,sum,den; uint32_t mult,refprice,lowprice,highprice;
if ( daywindow < 2 ) if ( daywindow < 2 )
return(-1); return(-1);
if ( ind < 36 )
mult = 10000;
else mult = 1;
for (iter=0; iter<daywindow; iter++) for (iter=0; iter<daywindow; iter++)
{ {
correlation = 0; correlation = 0;
i = (j + seed) % daywindow; i = (j + seed) % daywindow;
refprice = rawprices[i] * (ind < 36 ? 10000 : 1); refprice = rawprices[i] * mult;
highprice = ((int64_t)refprice * (COIN + PRICES_MAXCHANGE)) / COIN; highprice = ((int64_t)refprice * (COIN + PRICES_MAXCHANGE)) / COIN;
lowprice = ((int64_t)refprice * (COIN - PRICES_MAXCHANGE)) / COIN; lowprice = ((int64_t)refprice * (COIN - PRICES_MAXCHANGE)) / COIN;
if ( highprice == refprice ) if ( highprice == refprice )
@@ -2262,8 +2265,7 @@ int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int
i = 0; i = 0;
if ( (price= rawprices[i]) == 0 ) if ( (price= rawprices[i]) == 0 )
return(-1); return(-1);
if ( ind < 36 ) price *= mult;
price *= 10000;
if ( price >= lowprice && price <= highprice ) if ( price >= lowprice && price <= highprice )
{ {
correlation++; correlation++;