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Pre-smoother

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jl777
2019-04-02 08:34:57 -11:00
parent 67844dc834
commit b44796fa9f
1 changed files with 2 additions and 2 deletions
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4
src/komodo_gateway.h
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@@ -2312,7 +2312,7 @@ int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int
if ( (price= nonzprices[i]) != 0 ) if ( (price= nonzprices[i]) != 0 )
{ {
den += (daywindow - i); den += (daywindow - i);
sum += (daywindow - i) * price;//((price + firstprice*2) / 3); sum += (daywindow - i) * ((price + firstprice) / 2);
n++; n++;
} }
} }
@@ -2361,7 +2361,7 @@ int64_t komodo_pricesmoothed(int64_t *correlated,int32_t daywindow,int64_t *nonz
sum = den = 0; sum = den = 0;
for (i=0; i<daywindow; i++) for (i=0; i<daywindow; i++)
{ {
sum += (daywindow - i) * (correlated[i] + 9*firstprice)/10; sum += (daywindow - i) * (correlated[i] + firstprice)/2;
den += (daywindow - i); den += (daywindow - i);
} }
smoothed = (sum / den); smoothed = (sum / den);