This commit is contained in:
@@ -2251,7 +2251,7 @@ int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int
|
||||
if ( lowprice == refprice )
|
||||
lowprice--;
|
||||
sum = 0;
|
||||
fprintf(stderr,"firsti.%d: ",i);
|
||||
//fprintf(stderr,"firsti.%d: ",i);
|
||||
for (j=0; j<daywindow; j++,i++)
|
||||
{
|
||||
if ( i >= daywindow )
|
||||
@@ -2260,13 +2260,13 @@ int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int
|
||||
return(-1);
|
||||
if ( price >= lowprice && price <= highprice )
|
||||
{
|
||||
fprintf(stderr,"%.1f ",(double)price/10000);
|
||||
//fprintf(stderr,"%.1f ",(double)price/10000);
|
||||
sum += price;
|
||||
correlation++;
|
||||
if ( correlation > (daywindow>>1) )
|
||||
{
|
||||
fprintf(stderr,"-> %.4f\n",(double)sum*mult/correlation);
|
||||
return(sum*mult/correlation);
|
||||
//fprintf(stderr,"-> %.4f\n",(double)sum*mult/correlation);
|
||||
//return(sum*mult/correlation);
|
||||
n = 0;
|
||||
i = (iter + seed) % daywindow;
|
||||
for (k=0; k<daywindow; k++,i++)
|
||||
@@ -2283,7 +2283,7 @@ int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int
|
||||
else
|
||||
{
|
||||
nonzprices[i] = price;
|
||||
fprintf(stderr,"(%d %u) ",i,rawprices[i]);
|
||||
//fprintf(stderr,"(%d %u) ",i,rawprices[i]);
|
||||
n++;
|
||||
}
|
||||
}
|
||||
@@ -2296,7 +2296,7 @@ int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int
|
||||
if ( nonzprices[i] != 0 )
|
||||
break;
|
||||
firstprice = nonzprices[i];
|
||||
fprintf(stderr,"firsti.%d: ",i);
|
||||
//fprintf(stderr,"firsti.%d: ",i);
|
||||
for (i=0; i<daywindow; i++)
|
||||
{
|
||||
if ( (price= nonzprices[i]) != 0 )
|
||||
@@ -2311,7 +2311,7 @@ int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int
|
||||
fprintf(stderr,"seed.%llu n.%d vs correlation.%d sum %llu, den %llu\n",(long long)seed,n,correlation,(long long)sum,(long long)den);
|
||||
return(-1);
|
||||
}
|
||||
fprintf(stderr,"firstprice.%llu weighted -> %.8f\n",(long long)firstprice,((double)(sum*mult) / den) / COIN);
|
||||
//fprintf(stderr,"firstprice.%llu weighted -> %.8f\n",(long long)firstprice,((double)(sum*mult) / den) / COIN);
|
||||
return((sum * mult) / den);
|
||||
}
|
||||
}
|
||||
|
||||
Reference in New Issue
Block a user