From 05bd8d8af63d51ea3ba11f4c7816f48b97f7bd7c Mon Sep 17 00:00:00 2001
From: jl777 <jameslee777@yahoo.com>
Date: Tue, 2 Apr 2019 10:16:03 -1100
Subject: [PATCH] Smooth coifs

---
 src/komodo_gateway.h   | 36 +++++++++++++++++++++++++++---------
 src/rpc/blockchain.cpp | 11 ++++++-----
 2 files changed, 33 insertions(+), 14 deletions(-)

diff --git a/src/komodo_gateway.h b/src/komodo_gateway.h
index 78d320c91..afa3b40c1 100644
--- a/src/komodo_gateway.h
+++ b/src/komodo_gateway.h
@@ -2312,7 +2312,7 @@ int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int
                         if ( (price= nonzprices[i]) != 0 )
                         {
                             den += (daywindow - i);
-                            sum += ((daywindow - i) * (price + firstprice*9)) / 10;
+                            sum += ((daywindow - i) * (price + firstprice*2)) / 3;
                             n++;
                         }
                     }
@@ -2334,11 +2334,17 @@ int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int
 }
 
 
-int64_t komodo_pricesmoothed(int64_t *correlated,int32_t daywindow,int64_t *nonzprices)
+int64_t komodo_pricesmoothed(int64_t *correlated,int32_t daywindow,int64_t *nonzprices,int32_t smoothwidth)
 {
-    int32_t i; int64_t sum,den,smoothed=0,firstprice = correlated[0];
+    const int64_t coeffs[7] = { 7, 13, 5, 4, 6, 7, 3 };
+    int32_t i,iter; int64_t smoothedden,smoothedsum,sum,den,smoothed[7],firstprice = correlated[0];
     if ( daywindow < 2 )
         return(0);
+    if ( sizeof(smoothed)/sizeof(*smoothed) )
+    {
+        fprintf(stderr,"smoothwidth %d != %d\n",smoothwidth,(int32_t)(sizeof(smoothed)/sizeof(*smoothed)));
+        return(0);
+    }
     memset(nonzprices,0,sizeof(*nonzprices)*daywindow);
     for (i=1; i<daywindow; i++)
     {
@@ -2358,14 +2364,26 @@ int64_t komodo_pricesmoothed(int64_t *correlated,int32_t daywindow,int64_t *nonz
                 correlated[i] = firstprice;
             else break;
         }
-        sum = den = 0;
-        for (i=0; i<daywindow; i++)
+        for (iter=0; iter<smoothwidth; iter++)
         {
-            sum += ((daywindow - i) * (correlated[i] + firstprice*9))/10;
-            den += (daywindow - i);
+            sum = den = 0;
+            for (i=0; i<daywindow; i++)
+            {
+                sum += ((daywindow - i) * (correlated[i+iter] + firstprice*9))/10;
+                den += (daywindow - i);
+            }
+            smoothed[iter] = (sum / den);
         }
-        smoothed = (sum / den);
+        smoothedsum = smoothedden = 0;
+        for (i=0; i<7; i++)
+        {
+            fprintf(stderr,"%.4f ",(double)smoothed[i]/10000);
+            smoothedsum += coeffs[i] * smoothed[i];
+            smoothedden += coeffs[i];
+        }
+        fprintf(stderr,"-> %.4f\n",(double)(smoothedsum/smoothedden)/10000);
+        return(smoothedsum/smoothedden);
     }
-    return(smoothed);
+    return(0);
 }
 
diff --git a/src/rpc/blockchain.cpp b/src/rpc/blockchain.cpp
index 0080c9b2c..520307c4b 100644
--- a/src/rpc/blockchain.cpp
+++ b/src/rpc/blockchain.cpp
@@ -1183,6 +1183,7 @@ uint32_t komodo_heightstamp(int32_t height);
 
 UniValue prices(const UniValue& params, bool fHelp)
 {
+    int32_t smoothwidth = 7;
     if ( fHelp || params.size() != 1 )
         throw runtime_error("prices maxsamples\n");
     LOCK(cs_main);
@@ -1197,7 +1198,7 @@ UniValue prices(const UniValue& params, bool fHelp)
     UniValue a(UniValue::VARR);
     if ( daywindow < 7 )
         daywindow = 7;
-    width = maxsamples+2*daywindow;
+    width = maxsamples+2*daywindow+smoothwidth;
     numpricefeeds = komodo_heightpricebits(&seed,rawprices,nextheight-1);
     if ( numpricefeeds <= 0 )
         throw JSONRPCError(RPC_INVALID_PARAMETER, "illegal numpricefeeds");
@@ -1205,7 +1206,7 @@ UniValue prices(const UniValue& params, bool fHelp)
     correlated = (int64_t *)calloc(sizeof(*correlated),width);
     correlated2 = (int64_t *)calloc(sizeof(*correlated2),width);
     prices2 = (uint32_t *)calloc(sizeof(*prices2),width);
-    for (ht=nextheight-1,i=0; i<width&&ht>2*daywindow+2; i++,ht--)
+    for (ht=nextheight-1,i=0; i<width&&ht>2*daywindow+2+smoothwidth; i++,ht--)
     {
         if ( ht < 0 || ht > chainActive.Height() )
             throw JSONRPCError(RPC_INVALID_PARAMETER, "Block height out of range");
@@ -1238,17 +1239,17 @@ UniValue prices(const UniValue& params, bool fHelp)
         if ( (str= komodo_pricename(name,j)) != 0 )
         {
             item.push_back(Pair("name",str));
-            for (i=0; i<maxsamples+daywindow; i++)
+            for (i=0; i<maxsamples+daywindow+smoothwidth; i++)
             {
                 offset = j*width + i;
                 rngval = (rngval*11109 + 13849);
-                if ( (correlated[i]= komodo_pricecorrelated(rngval,j,&prices[offset],daywindow,prices2)) < 0 )
+                if ( (correlated[i]= komodo_pricecorrelated(rngval,j,&prices[offset],daywindow+smoothwidth,prices2)) < 0 )
                     throw JSONRPCError(RPC_INVALID_PARAMETER, "null correlated price");
             }
             for (i=0; i<maxsamples; i++)
             {
                 offset = j*width + i;
-                smoothed = komodo_pricesmoothed(&correlated[i],daywindow,correlated2);
+                smoothed = komodo_pricesmoothed(&correlated[i],daywindow,correlated2,smoothwidth);
                 UniValue parr(UniValue::VARR);
                 parr.push_back(ValueFromAmount((int64_t)prices[offset] * (j<36?10000:1)));
                 parr.push_back(ValueFromAmount(correlated[i]));