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corr perm costbasis calc

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dimxy
2019-04-25 17:15:27 +05:00
parent 10447109dd
commit 00a39266aa
1 changed files with 12 additions and 12 deletions
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24
src/cc/prices.cpp
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@@ -739,31 +739,31 @@ int32_t prices_syntheticprofits(int64_t &costbasis, int32_t firstheight, int32_t
if (minmax) { // if we are within day window, set temp costbasis to max (or min) price value
if (leverage > 0 && price > costbasis) {
costbasis = price; // set temp costbasis
std::cerr << "prices_syntheticprofits() minmax costbasis=" << costbasis << " price=" << price << std::endl;
std::cerr << "prices_syntheticprofits() minmax costbasis=" << costbasis << std::endl;
}
else if (leverage < 0 && (costbasis == 0 || price < costbasis)) {
costbasis = price;
std::cerr << "prices_syntheticprofits() minmax costbasis=" << costbasis << " price=" << price << std::endl;
}
else { //-> use the previous value
std::cerr << "prices_syntheticprofits() unchanged costbasis=" << costbasis << " price=" << price << " leverage=" << leverage << std::endl;
std::cerr << "prices_syntheticprofits() minmax costbasis=" << costbasis << std::endl;
}
//else { //-> use the previous value
// std::cerr << "prices_syntheticprofits() unchanged costbasis=" << costbasis << " price=" << price << " leverage=" << leverage << std::endl;
//}
}
else {
if (costbasis == 0) {
if (height == firstheight + PRICES_DAYWINDOW) {
// if costbasis not set, just set it
costbasis = price;
std::cerr << "prices_syntheticprofits() set costbasis=" << costbasis << std::endl;
std::cerr << "prices_syntheticprofits() permanent costbasis=" << costbasis << " height=" << height << std::endl;
}
else {
// use provided costbasis
std::cerr << "prices_syntheticprofits() provided costbasis=" << costbasis << " price=" << price << std::endl;
//std::cerr << "prices_syntheticprofits() provided costbasis=" << costbasis << " price=" << price << std::endl;
}
}
profits = costbasis > 0 ? (((price / PRICES_NORMFACTOR * SATOSHIDEN) / costbasis) - SATOSHIDEN / PRICES_NORMFACTOR) * PRICES_NORMFACTOR : 0;
std::cerr << "prices_syntheticprofits() test value1 (price/PRICES_NORMFACTOR * SATOSHIDEN)=" << (price / PRICES_NORMFACTOR * SATOSHIDEN) << std::endl;
//std::cerr << "prices_syntheticprofits() test value1 (price/PRICES_NORMFACTOR * SATOSHIDEN)=" << (price / PRICES_NORMFACTOR * SATOSHIDEN) << std::endl;
std::cerr << "prices_syntheticprofits() test value2 (price/PRICES_NORMFACTOR * SATOSHIDEN)/costbasis=" << (costbasis != 0 ? (price / PRICES_NORMFACTOR * SATOSHIDEN)/costbasis : 0) << std::endl;
std::cerr << "prices_syntheticprofits() fractional profits=" << profits << std::endl;
@@ -773,7 +773,7 @@ int32_t prices_syntheticprofits(int64_t &costbasis, int32_t firstheight, int32_t
profits *= ((int64_t)leverage * (int64_t)positionsize);
profits /= (int64_t)SATOSHIDEN;
//dprofits *= leverage * positionsize;
std::cerr << "prices_syntheticprofits() value of profits=" << profits << std::endl;
std::cerr << "prices_syntheticprofits() profits=" << profits << std::endl;
//std::cerr << "prices_syntheticprofits() dprofits=" << dprofits << std::endl;
return 0; // (positionsize + addedbets + profits);
@@ -1220,11 +1220,11 @@ int32_t prices_scanchain(std::vector<BetInfo> &bets, int16_t leverage, std::vect
int64_t totalbets = 0;
int64_t totalprofits = 0;
// scan upto the chain tip
for (int i = 0; i < bets.size(); i++) {
int64_t costbasis, profits;
int32_t retcode = prices_syntheticprofits(bets[i].costbasis, bets[i].firstheight, h, leverage, vec, bets[i].amount, bets[i].profits, lastprice);
if (retcode < 0) {
std::cerr << "prices_scanchain() error: prices_syntheticprofits returned -1 for addedbet" << std::endl;
std::cerr << "prices_scanchain() prices_syntheticprofits returned -1, breaking" << std::endl;
stop = true;
break;
}