Smooth coifs
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@@ -1183,6 +1183,7 @@ uint32_t komodo_heightstamp(int32_t height);
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UniValue prices(const UniValue& params, bool fHelp)
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{
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int32_t smoothwidth = 7;
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if ( fHelp || params.size() != 1 )
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throw runtime_error("prices maxsamples\n");
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LOCK(cs_main);
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@@ -1197,7 +1198,7 @@ UniValue prices(const UniValue& params, bool fHelp)
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UniValue a(UniValue::VARR);
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if ( daywindow < 7 )
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daywindow = 7;
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width = maxsamples+2*daywindow;
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width = maxsamples+2*daywindow+smoothwidth;
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numpricefeeds = komodo_heightpricebits(&seed,rawprices,nextheight-1);
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if ( numpricefeeds <= 0 )
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throw JSONRPCError(RPC_INVALID_PARAMETER, "illegal numpricefeeds");
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@@ -1205,7 +1206,7 @@ UniValue prices(const UniValue& params, bool fHelp)
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correlated = (int64_t *)calloc(sizeof(*correlated),width);
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correlated2 = (int64_t *)calloc(sizeof(*correlated2),width);
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prices2 = (uint32_t *)calloc(sizeof(*prices2),width);
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for (ht=nextheight-1,i=0; i<width&&ht>2*daywindow+2; i++,ht--)
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for (ht=nextheight-1,i=0; i<width&&ht>2*daywindow+2+smoothwidth; i++,ht--)
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{
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if ( ht < 0 || ht > chainActive.Height() )
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throw JSONRPCError(RPC_INVALID_PARAMETER, "Block height out of range");
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@@ -1238,17 +1239,17 @@ UniValue prices(const UniValue& params, bool fHelp)
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if ( (str= komodo_pricename(name,j)) != 0 )
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{
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item.push_back(Pair("name",str));
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for (i=0; i<maxsamples+daywindow; i++)
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for (i=0; i<maxsamples+daywindow+smoothwidth; i++)
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{
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offset = j*width + i;
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rngval = (rngval*11109 + 13849);
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if ( (correlated[i]= komodo_pricecorrelated(rngval,j,&prices[offset],daywindow,prices2)) < 0 )
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if ( (correlated[i]= komodo_pricecorrelated(rngval,j,&prices[offset],daywindow+smoothwidth,prices2)) < 0 )
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throw JSONRPCError(RPC_INVALID_PARAMETER, "null correlated price");
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}
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for (i=0; i<maxsamples; i++)
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{
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offset = j*width + i;
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smoothed = komodo_pricesmoothed(&correlated[i],daywindow,correlated2);
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smoothed = komodo_pricesmoothed(&correlated[i],daywindow,correlated2,smoothwidth);
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UniValue parr(UniValue::VARR);
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parr.push_back(ValueFromAmount((int64_t)prices[offset] * (j<36?10000:1)));
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parr.push_back(ValueFromAmount(correlated[i]));
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