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Priceave

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This commit is contained in:
jl777
2019-04-11 02:52:49 -11:00
parent c38b49d320
commit 1862321861
2 changed files with 5 additions and 18 deletions
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4
src/komodo_gateway.h
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@@ -2519,7 +2519,7 @@ void smooth64(int64_t dest[],int64_t src[],int32_t width,int32_t smoothiters)
// http://www.holoborodko.com/pavel/numerical-methods/noise-robust-smoothing-filter/
//const int64_t coeffs[7] = { -2, 0, 18, 32, 18, 0, -2 };
int64_t komodo_pricesmoothed(int64_t *correlated,int32_t cskip)
int64_t komodo_priceave(int64_t *correlated,int32_t cskip)
{
int32_t i; int64_t sum=0,nonzprice,price;
if ( PRICES_DAYWINDOW < 2 )
@@ -2615,7 +2615,7 @@ void komodo_pricesupdate(int32_t height,CBlock *pblock)
fseek(PRICES[ind].fp,(height-PRICES_DAYWINDOW+1) * 3 * sizeof(int64_t),SEEK_SET);
if ( fread(ptr64,sizeof(int64_t),PRICES_DAYWINDOW*3,PRICES[ind].fp) == PRICES_DAYWINDOW*3 )
{
if ( (smoothed= komodo_pricesmoothed(&ptr64[PRICES_DAYWINDOW*3-1],-3)) > 0 )
if ( (smoothed= komodo_priceave(&ptr64[PRICES_DAYWINDOW*3-1],-3)) > 0 )
{
fseek(PRICES[ind].fp,(height * 3 + 2) * sizeof(int64_t),SEEK_SET);
if ( fwrite(&smoothed,1,sizeof(smoothed),PRICES[ind].fp) != sizeof(smoothed) )

19
src/rpc/blockchain.cpp
View File

@@ -1176,7 +1176,7 @@ UniValue paxprice(const UniValue& params, bool fHelp)
int32_t komodo_heightpricebits(uint64_t *seedp,uint32_t *heightbits,int32_t nHeight);
char *komodo_pricename(char *name,int32_t ind);
int64_t komodo_pricesmoothed(int64_t *correlated,int32_t cskip);
int64_t komodo_priceave(int64_t *correlated,int32_t cskip);
int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int32_t rawskip,uint32_t *nonzprices,int32_t smoothwidth);
int32_t komodo_nextheight();
uint32_t komodo_heightstamp(int32_t height);
@@ -1186,8 +1186,6 @@ int64_t komodo_pricemult(int32_t ind);
int32_t prices_extract(int64_t *pricedata,int32_t firstheight,int32_t numblocks,int32_t ind)
{
int32_t height,i,n,width,numpricefeeds = -1; uint64_t seed,ignore,rngval; uint32_t rawprices[1440*6],*ptr;
//daywindow = (3600*24/ASSETCHAINS_BLOCKTIME) + 1;
//pricedata = (uint32_t *)calloc(sizeof(*prices)*3,numblocks + daywindow*2 + PRICES_SMOOTHWIDTH);
width = numblocks+PRICES_DAYWINDOW*2+PRICES_SMOOTHWIDTH;
komodo_heightpricebits(&seed,rawprices,firstheight + numblocks - 1);
if ( firstheight < width )
@@ -1205,21 +1203,15 @@ int32_t prices_extract(int64_t *pricedata,int32_t firstheight,int32_t numblocks,
ptr[1] = rawprices[0]; // timestamp
}
rngval = seed;
//correlated2 = (int64_t *)calloc(sizeof(*correlated2),width);
for (i=0; i<numblocks+PRICES_DAYWINDOW+PRICES_SMOOTHWIDTH; i++)
{
rngval = (rngval*11109 + 13849);
ptr = (uint32_t *)&pricedata[i*3];
//correlated2[i] = ptr[0];
if ( (pricedata[i*3+1]= komodo_pricecorrelated(rngval,ind,(uint32_t *)&pricedata[i*3],6,0,PRICES_SMOOTHWIDTH)) < 0 )
{
//free(correlated2);
return(-3);
}
}
for (i=0; i<numblocks; i++)
pricedata[i*3+2] = komodo_pricesmoothed(&pricedata[i*3+1],3);//,correlated2,numblocks+PRICES_DAYWINDOW+PRICES_SMOOTHWIDTH);
//free(correlated2);
pricedata[i*3+2] = komodo_priceave(&pricedata[i*3+1],3);
return(0);
}
@@ -1245,8 +1237,6 @@ UniValue prices(const UniValue& params, bool fHelp)
throw JSONRPCError(RPC_INVALID_PARAMETER, "illegal numpricefeeds");
prices = (uint32_t *)calloc(sizeof(*prices),width*numpricefeeds);
correlated = (int64_t *)calloc(sizeof(*correlated),width);
//correlated2 = (int64_t *)calloc(sizeof(*correlated2),width);
//prices2 = (uint32_t *)calloc(sizeof(*prices2),width);
i = 0;
for (ht=nextheight-1,i=0; i<width&&ht>2; i++,ht--)
{
@@ -1288,14 +1278,13 @@ UniValue prices(const UniValue& params, bool fHelp)
{
offset = j*width + i;
rngval = (rngval*11109 + 13849);
//correlated2[i] = prices[offset];
if ( (correlated[i]= komodo_pricecorrelated(rngval,j,&prices[offset],1,0,PRICES_SMOOTHWIDTH)) < 0 )
throw JSONRPCError(RPC_INVALID_PARAMETER, "null correlated price");
}
for (i=0; i<maxsamples&&i<numsamples; i++)
{
offset = j*width + i;
smoothed = komodo_pricesmoothed(&correlated[i],1)//,correlated2,maxsamples+PRICES_DAYWINDOW+PRICES_SMOOTHWIDTH);
smoothed = komodo_priceave(&correlated[i],1);
UniValue parr(UniValue::VARR);
parr.push_back(ValueFromAmount((int64_t)prices[offset] * komodo_pricemult(j)));
parr.push_back(ValueFromAmount(correlated[i]));
@@ -1327,9 +1316,7 @@ UniValue prices(const UniValue& params, bool fHelp)
ret.push_back(Pair("daywindow",(int64_t)PRICES_DAYWINDOW));
ret.push_back(Pair("numpricefeeds",(int64_t)numpricefeeds));
free(prices);
//free(prices2);
free(correlated);
//free(correlated2);
return ret;
}