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Unsmooth

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jl777
2019-04-03 00:03:17 -11:00
parent 7d4e16646e
commit cf437222fe
1 changed files with 6 additions and 5 deletions
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11
src/komodo_gateway.h
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@@ -2261,13 +2261,13 @@ int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int
mult = 10000; mult = 10000;
else mult = 1; else mult = 1;
memset(nonzprices,0,sizeof(*nonzprices)*daywindow); memset(nonzprices,0,sizeof(*nonzprices)*daywindow);
for (iter=0; iter<daywindow+smoothwidth; iter++) for (iter=0; iter<daywindow; iter++)
{ {
correlation = 0; correlation = 0;
i = (iter + seed) % daywindow; i = (iter + seed) % daywindow;
refprice = rawprices[i]; refprice = rawprices[i];
highprice = (refprice * (COIN + PRICES_MAXCHANGE*4)) / COIN; highprice = (refprice * (COIN + PRICES_MAXCHANGE*3)) / COIN;
lowprice = (refprice * (COIN - PRICES_MAXCHANGE*4)) / COIN; lowprice = (refprice * (COIN - PRICES_MAXCHANGE*3)) / COIN;
if ( highprice == refprice ) if ( highprice == refprice )
highprice++; highprice++;
if ( lowprice == refprice ) if ( lowprice == refprice )
@@ -2290,6 +2290,7 @@ int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int
correlation++; correlation++;
if ( correlation > (daywindow>>1) ) if ( correlation > (daywindow>>1) )
{ {
return(refprice * mult);
//fprintf(stderr,"-> %.4f\n",(double)sum*mult/correlation); //fprintf(stderr,"-> %.4f\n",(double)sum*mult/correlation);
//return(sum*mult/correlation); //return(sum*mult/correlation);
n = 0; n = 0;
@@ -2458,8 +2459,8 @@ int64_t komodo_pricesmoothed(int64_t *correlated,int32_t daywindow,int64_t *nonz
//smooth64(correlated+iter,dest,daywindow,1); //smooth64(correlated+iter,dest,daywindow,1);
for (i=0; i<daywindow; i++) for (i=0; i<daywindow; i++)
{ {
sum += ((daywindow - i) * (correlated[i+iter] + firstprice*4)) / 5; sum += correlated[i+iter];//((daywindow - i) * (correlated[i+iter] + firstprice*4)) / 5;
den += (daywindow - i); den += 1;//(daywindow - i);
} }
smoothed[iter] = (sum / den); smoothed[iter] = (sum / den);
//memcpy(correlated,orig,(daywindow+smoothwidth)*sizeof(*correlated)); //memcpy(correlated,orig,(daywindow+smoothwidth)*sizeof(*correlated));