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jl777
2019-04-02 05:08:03 -11:00
parent 4b08854acb
commit 88eee07c7f
1 changed files with 7 additions and 4 deletions
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11
src/komodo_gateway.h
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@@ -1617,7 +1617,7 @@ uint32_t komodo_pricenew(char *maxflagp,uint32_t price,uint32_t refprice,int64_t
lowprice--;
if ( price >= highprice )
{
fprintf(stderr,"high %u vs h%llu l%llu tolerance.%llu\n",price,(long long)highprice,(long long)lowprice,(long long)tolerance);
//fprintf(stderr,"high %u vs h%llu l%llu tolerance.%llu\n",price,(long long)highprice,(long long)lowprice,(long long)tolerance);
if ( price > highprice ) // return non-zero only if we violate the tolerance
{
*maxflagp = 2;
@@ -2287,7 +2287,10 @@ int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int
if ( n != correlation )
return(-1);
sum = den = n = 0;
firstprice = rawprices2[0];
for (i=0; i<daywindow; i++)
if ( rawprices2[i] != 0 )
break;
firstprice = rawprices2[i];
for (i=0; i<daywindow; i++)
{
if ( (price= rawprices2[i]) != 0 )
@@ -2295,14 +2298,14 @@ int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int
den += (daywindow - i);
sum += (daywindow - i) * ((price + firstprice) >> 1);
n++;
}
} else return(-1);
}
if ( n != correlation || sum == 0 || den == 0 )
{
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,"weighted -> %.8f\n",((double)(sum*mult) / den) / COIN);
//fprintf(stderr,"firstprice.%llu weighted -> %.8f\n",(long long)firstprice,((double)(sum*mult) / den) / COIN);
return((sum * mult) / den);
}
}