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Scale prices

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jl777
2019-04-02 03:55:45 -11:00
parent 24ff9d6e54
commit db8fff57ab
1 changed files with 5 additions and 3 deletions
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8
src/komodo_gateway.h
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@@ -2250,8 +2250,8 @@ int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int
correlation = 0; correlation = 0;
i = (j + seed) % daywindow; i = (j + seed) % daywindow;
refprice = rawprices[i] * (ind < 36 ? 10000 : 1); refprice = rawprices[i] * (ind < 36 ? 10000 : 1);
highprice = ((int64_t)refprice * (COIN + 10*PRICES_MAXCHANGE)) / COIN; highprice = ((int64_t)refprice * (COIN + PRICES_MAXCHANGE)) / COIN;
lowprice = ((int64_t)refprice * (COIN - 10*PRICES_MAXCHANGE)) / COIN; lowprice = ((int64_t)refprice * (COIN - PRICES_MAXCHANGE)) / COIN;
if ( highprice == refprice ) if ( highprice == refprice )
highprice++; highprice++;
if ( lowprice == refprice ) if ( lowprice == refprice )
@@ -2262,6 +2262,8 @@ 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 *= 10000;
if ( price >= lowprice && price <= highprice ) if ( price >= lowprice && price <= highprice )
{ {
correlation++; correlation++;
@@ -2306,6 +2308,6 @@ int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int
if ( correlation > maxcorrelation ) if ( correlation > maxcorrelation )
maxcorrelation = correlation; maxcorrelation = correlation;
} }
fprintf(stderr,"ind.%d iter.%d maxcorrelation.%d\n",ind,iter,maxcorrelation); fprintf(stderr,"ind.%d iter.%d maxcorrelation.%d ref.%u high.%u low.%u\n",ind,iter,maxcorrelation,refprice,highprice,lowprice);
return(0); return(0);
} }