Test
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@@ -2239,6 +2239,7 @@ int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int
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if ( ind < 36 )
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mult = 10000;
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else mult = 1;
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memset(nonzprices,0,sizeof(*nonzprices)*daywindow);
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for (iter=0; iter<daywindow; iter++)
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{
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correlation = 0;
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@@ -2302,7 +2303,7 @@ int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int
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if ( (price= nonzprices[i]) != 0 )
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{
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den += (daywindow - i);
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sum += (daywindow - i) * ((price + firstprice*2) / 3);
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sum += (daywindow - i) * price;//((price + firstprice*2) / 3);
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n++;
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}
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}
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@@ -2324,12 +2325,13 @@ int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int
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}
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int64_t komodo_pricesmoothed(int64_t *correlated,int32_t numprices)
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int64_t komodo_pricesmoothed(int64_t *correlated,int32_t daywindow,int64_t *nonzprices)
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{
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int32_t i; int64_t sum,den,smoothed=0,firstprice = correlated[0];
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if ( numprices < 2 )
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if ( daywindow < 2 )
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return(0);
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for (i=1; i<numprices; i++)
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memset(nonzprices,0,sizeof(*nonzprices)*daywindow);
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for (i=1; i<daywindow; i++)
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{
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if ( correlated[i] == 0 )
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correlated[i] = correlated[i-1];
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@@ -2338,17 +2340,17 @@ int64_t komodo_pricesmoothed(int64_t *correlated,int32_t numprices)
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}
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if ( firstprice != 0 )
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{
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for (i=0; i<numprices; i++)
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for (i=0; i<daywindow; i++)
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{
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if ( correlated[i] == 0 )
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correlated[i] = firstprice;
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else break;
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}
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sum = den = 0;
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for (i=0; i<numprices; i++)
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for (i=0; i<daywindow; i++)
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{
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sum += (numprices - i) * ((correlated[i] + firstprice*2) / 3);
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den += (numprices - i);
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sum += (daywindow - i) * correlated[i];
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den += (daywindow - i);
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}
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smoothed = (sum / den);
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}
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@@ -1176,7 +1176,7 @@ UniValue paxprice(const UniValue& params, bool fHelp)
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int32_t komodo_heightpricebits(uint64_t *seedp,uint32_t *heightbits,int32_t nHeight);
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char *komodo_pricename(char *name,int32_t ind);
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int64_t komodo_pricesmoothed(int64_t *correlated,int32_t numprices);
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int64_t komodo_pricesmoothed(int64_t *correlated,int32_t numprices,int64_t *correlated2);
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int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int32_t numprices,uint32_t *rawprices2);
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int32_t komodo_nextheight();
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uint32_t komodo_heightstamp(int32_t height);
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@@ -1186,7 +1186,7 @@ UniValue prices(const UniValue& params, bool fHelp)
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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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UniValue ret(UniValue::VOBJ); uint64_t seed,rngval; int64_t smoothed,*correlated; char name[64],*str; uint32_t rawprices[2048],*prices,*prices2; uint32_t i,width,j,numpricefeeds=-1,n,nextheight,offset,ht,num=0,daywindow = (3600*24/ASSETCHAINS_BLOCKTIME) + 1;
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UniValue ret(UniValue::VOBJ); uint64_t seed,rngval; int64_t smoothed,*correlated,*correlated2; char name[64],*str; uint32_t rawprices[2048],*prices,*prices2; uint32_t i,width,j,numpricefeeds=-1,n,nextheight,offset,ht,num=0,daywindow = (3600*24/ASSETCHAINS_BLOCKTIME) + 1;
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if ( ASSETCHAINS_CBOPRET == 0 )
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throw JSONRPCError(RPC_INVALID_PARAMETER, "only -ac_cbopret chains have prices");
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@@ -1203,6 +1203,7 @@ UniValue prices(const UniValue& params, bool fHelp)
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throw JSONRPCError(RPC_INVALID_PARAMETER, "illegal numpricefeeds");
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prices = (uint32_t *)calloc(sizeof(*prices),width*numpricefeeds);
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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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{
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@@ -1247,7 +1248,7 @@ UniValue prices(const UniValue& params, bool fHelp)
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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);
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smoothed = komodo_pricesmoothed(&correlated[i],daywindow,correlated2);
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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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@@ -1269,6 +1270,7 @@ UniValue prices(const UniValue& params, bool fHelp)
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free(prices);
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free(prices2);
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free(correlated);
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free(correlated2);
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return ret;
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}
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