From 82c5f08851e841fdfc3adb24e6c6f3a7ccaccc1b Mon Sep 17 00:00:00 2001 From: jl777 Date: Tue, 2 Apr 2019 10:53:33 -1100 Subject: [PATCH] Test --- src/komodo_gateway.h | 9 +++++---- 1 file changed, 5 insertions(+), 4 deletions(-) diff --git a/src/komodo_gateway.h b/src/komodo_gateway.h index 6d6f8f155..64fcbb957 100644 --- a/src/komodo_gateway.h +++ b/src/komodo_gateway.h @@ -2339,7 +2339,7 @@ int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int int64_t komodo_pricesmoothed(int64_t *correlated,int32_t daywindow,int64_t *nonzprices,int32_t smoothwidth) { - const int64_t coeffs[7] = { 7, 7, 7, 7, 7, 7, 7 }; + const int64_t coeffs[7] = { -1, 9, -45, 0, 45, -9, 1 }; // / 60 int32_t i,iter; int64_t smoothedden,smoothedsum,sum,den,smoothed[7],firstprice = correlated[0]; if ( daywindow < 2 ) return(0); @@ -2377,12 +2377,13 @@ int64_t komodo_pricesmoothed(int64_t *correlated,int32_t daywindow,int64_t *nonz } smoothed[iter] = (sum / den); } - smoothedsum = smoothedden = 0; + smoothedsum = 0; + smoothedden = 60; for (i=0; i<7; i++) { fprintf(stderr,"%.4f ",(double)smoothed[i]/10000); - smoothedsum += (7-i) * smoothed[i]; - smoothedden += (7-i); + smoothedsum += coeffs[i] * smoothed[i]; + //smoothedden += (7-i); } fprintf(stderr,"-> %.4f\n",(double)(smoothedsum/smoothedden)/10000); return(smoothedsum/smoothedden);