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Calc correlated and smoothed each block

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This commit is contained in:
jl777
2019-04-11 02:48:20 -11:00
parent 348c7a970c
commit 18f884c56f
2 changed files with 68 additions and 21 deletions
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23
src/rpc/blockchain.cpp
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@@ -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 *correlated2,int32_t numprices);
int64_t komodo_pricesmoothed(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);
@@ -1185,7 +1185,7 @@ 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; int64_t *correlated2; uint32_t rawprices[1440*6],*ptr;
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;
@@ -1205,20 +1205,21 @@ 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);
//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];
//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);
//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);
pricedata[i*3+2] = komodo_pricesmoothed(&pricedata[i*3+1],3);//,correlated2,numblocks+PRICES_DAYWINDOW+PRICES_SMOOTHWIDTH);
//free(correlated2);
return(0);
}
@@ -1227,7 +1228,7 @@ UniValue prices(const UniValue& params, bool fHelp)
if ( fHelp || params.size() != 1 )
throw runtime_error("prices maxsamples\n");
LOCK(cs_main);
UniValue ret(UniValue::VOBJ); uint64_t seed,rngval; int64_t smoothed,*correlated,*correlated2; char name[64],*str; uint32_t rawprices[1440*6],*prices; uint32_t i,width,j,numpricefeeds=-1,n,numsamples,nextheight,offset,ht;
UniValue ret(UniValue::VOBJ); uint64_t seed,rngval; int64_t smoothed,*correlated; char name[64],*str; uint32_t rawprices[1440*6],*prices; uint32_t i,width,j,numpricefeeds=-1,n,numsamples,nextheight,offset,ht;
if ( ASSETCHAINS_CBOPRET == 0 )
throw JSONRPCError(RPC_INVALID_PARAMETER, "only -ac_cbopret chains have prices");
@@ -1244,7 +1245,7 @@ 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);
//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--)
@@ -1287,14 +1288,14 @@ UniValue prices(const UniValue& params, bool fHelp)
{
offset = j*width + i;
rngval = (rngval*11109 + 13849);
correlated2[i] = prices[offset];
//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_pricesmoothed(&correlated[i],1)//,correlated2,maxsamples+PRICES_DAYWINDOW+PRICES_SMOOTHWIDTH);
UniValue parr(UniValue::VARR);
parr.push_back(ValueFromAmount((int64_t)prices[offset] * komodo_pricemult(j)));
parr.push_back(ValueFromAmount(correlated[i]));
@@ -1328,7 +1329,7 @@ UniValue prices(const UniValue& params, bool fHelp)
free(prices);
//free(prices2);
free(correlated);
free(correlated2);
//free(correlated2);
return ret;
}