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changed total price index calc to big num

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This commit is contained in:
dimxy
2019-05-06 15:21:21 +05:00
parent 9ae73e9219
commit 12b1040aaa
1 changed files with 26 additions and 8 deletions
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34
src/cc/prices.cpp
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@@ -850,9 +850,13 @@ int64_t prices_syntheticprice(std::vector<uint16_t> vec, int32_t height, int32_t
{
int32_t i, value, errcode, depth, retval = -1;
uint16_t opcode;
int64_t *pricedata, pricestack[4], price, den, a, b, c;
int64_t *pricedata, pricestack[4], a, b, c;
mpz_t mpzA, mpzB, mpzC, mpzResult;
mpz_t mpzTotalPrice, mpzPriceValue, mpzDen, mpzA, mpzB, mpzC, mpzResult;
mpz_init(mpzTotalPrice);
mpz_init(mpzPriceValue);
mpz_init(mpzDen);
mpz_init(mpzA);
mpz_init(mpzB);
@@ -860,7 +864,7 @@ int64_t prices_syntheticprice(std::vector<uint16_t> vec, int32_t height, int32_t
mpz_init(mpzResult);
pricedata = (int64_t *)calloc(sizeof(*pricedata) * 3, 1 + PRICES_DAYWINDOW * 2 + PRICES_SMOOTHWIDTH);
price = den = depth = errcode = 0;
depth = errcode = 0;
for (i = 0; i < vec.size(); i++)
{
@@ -869,7 +873,7 @@ int64_t prices_syntheticprice(std::vector<uint16_t> vec, int32_t height, int32_t
mpz_set_ui(mpzResult, 0); // clear result to test overflow (see below)
std::cerr << "prices_syntheticprice" << " i=" << i << " price=" << price << " value=" << value << " depth=" << depth << " opcode&KOMODO_PRICEMASK=" << (opcode & KOMODO_PRICEMASK) <<std::endl;
std::cerr << "prices_syntheticprice" << " i=" << i << " mpzPrice=" << mpz_get_ui(mpzTotalPrice) << " value=" << value << " depth=" << depth << " opcode&KOMODO_PRICEMASK=" << (opcode & KOMODO_PRICEMASK) <<std::endl;
switch (opcode & KOMODO_PRICEMASK)
{
case 0: // indices
@@ -902,8 +906,11 @@ int64_t prices_syntheticprice(std::vector<uint16_t> vec, int32_t height, int32_t
case PRICES_WEIGHT: // multiply by weight and consume top of stack by updating price
if (depth == 1) {
depth--;
price += pricestack[0] * value;
den += value; // acc weight value
//price += pricestack[0] * value;
mpz_set_si(mpzPriceValue, pricestack[0]);
mpz_mul_si(mpzPriceValue, mpzPriceValue, value);
// den += value;
mpz_add_ui(mpzDen, mpzDen, (uint64_t)value); // accumulate weight's value
}
else
errcode = -2;
@@ -1058,6 +1065,16 @@ int64_t prices_syntheticprice(std::vector<uint16_t> vec, int32_t height, int32_t
mpz_clear(mpzB);
mpz_clear(mpzC);
if( mpz_get_si(mpzDen) != 0 )
mpz_tdiv_q(mpzTotalPrice, mpzTotalPrice, mpzDen); // price / den
int64_t den = mpz_get_si(mpzDen);
int64_t priceIndex = mpz_get_si(mpzTotalPrice);
mpz_clear(mpzDen);
mpz_clear(mpzTotalPrice);
mpz_clear(mpzPriceValue);
if (errcode != 0)
std::cerr << "prices_syntheticprice errcode in switch=" << errcode << std::endl;
@@ -1078,8 +1095,9 @@ int64_t prices_syntheticprice(std::vector<uint16_t> vec, int32_t height, int32_t
std::cerr << "prices_syntheticprice err=" << errcode << std::endl;
return(errcode);
}
std::cerr << "prices_syntheticprice price=" << price << " den=" << den << std::endl;
return(price / den);
std::cerr << "prices_syntheticprice priceIndex=" << priceIndex << " den=" << den << std::endl;
return priceIndex;
}
// calculates costbasis and profit/loss for the bet