Smooth coifs

This commit is contained in:
jl777
2019-04-02 10:16:03 -11:00
parent 480349a221
commit 05bd8d8af6
2 changed files with 33 additions and 14 deletions

View File

@@ -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]));