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jl777
2019-04-02 04:01:54 -11:00
parent a4788f61e7
commit f99fa65eda
1 changed files with 10 additions and 8 deletions
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18
src/komodo_gateway.h
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@@ -2242,7 +2242,7 @@ 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 mult,refprice,lowprice,highprice; int32_t i,j,n,iter,correlation,maxcorrelation=0; int64_t price,sum,den,mult,refprice,lowprice,highprice;
if ( daywindow < 2 ) if ( daywindow < 2 )
return(-1); return(-1);
if ( ind < 36 ) if ( ind < 36 )
@@ -2253,8 +2253,8 @@ 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] * mult; refprice = rawprices[i] * mult;
highprice = ((int64_t)refprice * (COIN + PRICES_MAXCHANGE)) / COIN; highprice = (refprice * (COIN + PRICES_MAXCHANGE)) / COIN;
lowprice = ((int64_t)refprice * (COIN - PRICES_MAXCHANGE)) / COIN; lowprice = (refprice * (COIN - PRICES_MAXCHANGE)) / COIN;
if ( highprice == refprice ) if ( highprice == refprice )
highprice++; highprice++;
if ( lowprice == refprice ) if ( lowprice == refprice )
@@ -2268,10 +2268,11 @@ int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int
price *= mult; price *= mult;
if ( price >= lowprice && price <= highprice ) if ( price >= lowprice && price <= highprice )
{ {
sum += price;
correlation++; correlation++;
if ( correlation > (daywindow>>1) ) if ( correlation > (daywindow>>1) )
{ {
n = 0; /*n = 0;
i = (j + seed) % daywindow; i = (j + seed) % daywindow;
for (j=0; j<daywindow; j++,i++) for (j=0; j<daywindow; j++,i++)
{ {
@@ -2286,9 +2287,9 @@ int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int
rawprices[i] = 0; rawprices[i] = 0;
else n++; else n++;
} }
} }*/
fprintf(stderr,"ind.%d iter.%d j.%d i.%d n.%d correlation.%d ref %llu -> %llu\n",ind,iter,j,i,n,correlation,(long long)refprice,(long long)sum/correlation); fprintf(stderr,"ind.%d iter.%d j.%d i.%d correlation.%d ref %llu -> %llu\n",ind,iter,j,i,correlation,(long long)refprice,(long long)sum/correlation);
if ( n != correlation ) /*if ( n != correlation )
return(-1); return(-1);
sum = den = n = 0; sum = den = n = 0;
for (i=0; i<daywindow; i++) for (i=0; i<daywindow; i++)
@@ -2303,7 +2304,8 @@ int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int
if ( n != correlation || sum == 0 || den == 0 ) if ( n != correlation || sum == 0 || den == 0 )
return(-1); return(-1);
fprintf(stderr,"weighted -> %.8f\n",((double)sum / den) / COIN); fprintf(stderr,"weighted -> %.8f\n",((double)sum / den) / COIN);
return(sum / den); return(sum / den);*/
return(sum / correlation);
} }
} }
} }