@@ -2717,8 +2717,9 @@ int64_t *tred, *tadd, *tmul, *tround, *tsample, *tpack, *tshake;
|
||||
static int cmp_llu(const void *a, const void*b)
|
||||
{
|
||||
if(*(int64_t *)a < *(int64_t *)b) return -1;
|
||||
if(*(int64_t *)a > *(int64_t *)b) return 1;
|
||||
return 0;
|
||||
else if(*(int64_t *)a > *(int64_t *)b) return 1;
|
||||
else if ( (uint64_t)a < (uint64_t)b ) return -1;
|
||||
else return 1;
|
||||
}
|
||||
|
||||
static int64_t median(int64_t *l, size_t llen)
|
||||
|
||||
@@ -301,6 +301,9 @@ static int _el_buf_cmp(const void *ap, const void *bp) {
|
||||
ret = -1;
|
||||
else if(a->length > b->length)
|
||||
ret = 1;
|
||||
else if ( (uint64_t)a < (uint64_t)b ) // jl777 prevent nondeterminism
|
||||
ret = -1;
|
||||
else ret = 1;
|
||||
}
|
||||
|
||||
return ret;
|
||||
|
||||
@@ -35,8 +35,15 @@ static uint32_t thresholdSubtypes(const CC *cond) {
|
||||
}
|
||||
|
||||
|
||||
static int cmpCostDesc(const void *a, const void *b) {
|
||||
return (int) ( *(unsigned long*)b - *(unsigned long*)a );
|
||||
static int cmpCostDesc(const void *a, const void *b)
|
||||
{
|
||||
int retval;
|
||||
retval = (int) ( *(unsigned long*)b - *(unsigned long*)a );
|
||||
if ( retval != 0 )
|
||||
return(retval);
|
||||
else if ( (uint64_t)a < (uint64_t)b ) // jl777 prevent nondeterminism
|
||||
return(-1);
|
||||
else return(1);
|
||||
}
|
||||
|
||||
|
||||
@@ -79,7 +86,9 @@ static int cmpConditionBin(const void *a, const void *b) {
|
||||
|
||||
if (ret == 0)
|
||||
return r0.encoded < r1.encoded ? -1 : 1;
|
||||
return 0;
|
||||
else if ( (uint64_t)a < (uint64_t)b ) // jl777 prevent nondeterminism
|
||||
return(-1);
|
||||
else return(1);
|
||||
}
|
||||
|
||||
|
||||
|
||||
@@ -2353,9 +2353,12 @@ int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int
|
||||
int32_t i,j,k,n,iter,correlation,maxcorrelation=0; int64_t firstprice,price,sum,den,mult,refprice,lowprice,highprice;
|
||||
if ( PRICES_DAYWINDOW < 2 || ind >= KOMODO_MAXPRICES )
|
||||
return(-1);
|
||||
mult = PriceMult[ind];
|
||||
mult = komodo_pricemult(ind);
|
||||
if ( nonzprices != 0 )
|
||||
memset(nonzprices,0,sizeof(*nonzprices)*PRICES_DAYWINDOW);
|
||||
//for (i=0; i<PRICES_DAYWINDOW; i++)
|
||||
// fprintf(stderr,"%u ",rawprices[i*rawskip]);
|
||||
//fprintf(stderr,"ind.%d\n",ind);
|
||||
for (iter=0; iter<PRICES_DAYWINDOW; iter++)
|
||||
{
|
||||
correlation = 0;
|
||||
@@ -2518,10 +2521,37 @@ void smooth64(int64_t dest[],int64_t src[],int32_t width,int32_t smoothiters)
|
||||
|
||||
// http://www.holoborodko.com/pavel/numerical-methods/noise-robust-smoothing-filter/
|
||||
//const int64_t coeffs[7] = { -2, 0, 18, 32, 18, 0, -2 };
|
||||
|
||||
int64_t komodo_priceave(int64_t *correlated,int32_t cskip)
|
||||
static int cmp_llu(const void *a, const void*b)
|
||||
{
|
||||
int32_t i; int64_t sum=0,nonzprice,price;
|
||||
if(*(int64_t *)a < *(int64_t *)b) return -1;
|
||||
else if(*(int64_t *)a > *(int64_t *)b) return 1;
|
||||
else if ( (uint64_t)a < (uint64_t)b ) // jl777 prevent nondeterminism
|
||||
return(-1);
|
||||
else return(1);
|
||||
}
|
||||
|
||||
static int64_t sort64(int64_t *l, int32_t llen)
|
||||
{
|
||||
qsort(l,llen,sizeof(uint64_t),cmp_llu);
|
||||
}
|
||||
|
||||
static int revcmp_llu(const void *a, const void*b)
|
||||
{
|
||||
if(*(int64_t *)a < *(int64_t *)b) return 1;
|
||||
else if(*(int64_t *)a > *(int64_t *)b) return -1;
|
||||
else if ( (uint64_t)a < (uint64_t)b ) // jl777 prevent nondeterminism
|
||||
return(-1);
|
||||
else return(1);
|
||||
}
|
||||
|
||||
static int64_t revsort64(int64_t *l, int32_t llen)
|
||||
{
|
||||
qsort(l,llen,sizeof(uint64_t),revcmp_llu);
|
||||
}
|
||||
|
||||
int64_t komodo_priceave(int64_t *buf,int64_t *correlated,int32_t cskip)
|
||||
{
|
||||
int32_t i,dir=0; int64_t sum=0,nonzprice,price,halfave,thirdave,fourthave,decayprice;
|
||||
if ( PRICES_DAYWINDOW < 2 )
|
||||
return(0);
|
||||
for (i=0; i<PRICES_DAYWINDOW; i++)
|
||||
@@ -2535,56 +2565,80 @@ int64_t komodo_priceave(int64_t *correlated,int32_t cskip)
|
||||
{
|
||||
if ( (price= correlated[i*cskip]) != 0 )
|
||||
nonzprice = price;
|
||||
buf[PRICES_DAYWINDOW+i] = nonzprice;
|
||||
sum += nonzprice;
|
||||
if ( i == PRICES_DAYWINDOW/2 )
|
||||
halfave = (sum / (PRICES_DAYWINDOW/2));
|
||||
else if ( i == PRICES_DAYWINDOW/3 )
|
||||
thirdave = (sum / (PRICES_DAYWINDOW/3));
|
||||
else if ( i == PRICES_DAYWINDOW/4 )
|
||||
fourthave = (sum / (PRICES_DAYWINDOW/4));
|
||||
}
|
||||
memcpy(buf,&buf[PRICES_DAYWINDOW],PRICES_DAYWINDOW*sizeof(*buf));
|
||||
price = sum / PRICES_DAYWINDOW;
|
||||
return(price);
|
||||
if ( halfave == price )
|
||||
return(price);
|
||||
else if ( halfave > price ) // rising prices
|
||||
sort64(buf,PRICES_DAYWINDOW);
|
||||
else revsort64(buf,PRICES_DAYWINDOW);
|
||||
decayprice = buf[0];
|
||||
for (i=0; i<PRICES_DAYWINDOW; i++)
|
||||
{
|
||||
decayprice = ((decayprice * 97) + (buf[i] * 3)) / 100;
|
||||
//fprintf(stderr,"%.4f ",(double)buf[i]/COIN);
|
||||
}
|
||||
fprintf(stderr,"%ssort half %.8f %.8f %.8f %.8f %.8f %.8f -> %.8f\n",halfave<price?"rev":"",(double)price/COIN,(double)halfave/COIN,(double)thirdave/COIN,(double)fourthave/COIN,(double)decayprice/COIN,(double)buf[PRICES_DAYWINDOW-1]/COIN,(double)(price*7 + halfave*5 + thirdave*3 + fourthave*2 + decayprice + buf[PRICES_DAYWINDOW-1])/(19*COIN));
|
||||
return((price*7 + halfave*5 + thirdave*3 + fourthave*2 + decayprice + buf[PRICES_DAYWINDOW-1]) / 19);
|
||||
}
|
||||
|
||||
void komodo_pricesinit()
|
||||
{
|
||||
int32_t i;
|
||||
int32_t i,createflag = 0;
|
||||
boost::filesystem::path pricefname,pricesdir = GetDataDir() / "prices";
|
||||
fprintf(stderr,"pricesinit (%s)\n",pricesdir.string().c_str());
|
||||
if (!boost::filesystem::exists(pricesdir))
|
||||
boost::filesystem::create_directories(pricesdir), createflag = 1;
|
||||
for (i=0; i<KOMODO_MAXPRICES; i++)
|
||||
{
|
||||
boost::filesystem::create_directories(pricesdir);
|
||||
for (i=0; i<KOMODO_MAXPRICES; i++)
|
||||
if ( komodo_pricename(PRICES[i].symbol,i) == 0 )
|
||||
break;
|
||||
if ( i == 0 )
|
||||
strcpy(PRICES[i].symbol,"rawprices");
|
||||
pricefname = pricesdir / PRICES[i].symbol;
|
||||
PRICES[i].fp = fopen(pricefname.string().c_str(), createflag != 0 ? "wb+" : "rb+");
|
||||
if ( createflag != 0 )
|
||||
{
|
||||
if ( komodo_pricename(PRICES[i].symbol,i) == 0 )
|
||||
break;
|
||||
if ( i == 0 )
|
||||
strcpy(PRICES[i].symbol,"rawprices");
|
||||
pricefname = pricesdir / PRICES[i].symbol;
|
||||
PRICES[i].fp = fopen(pricefname.string().c_str(), "wb+");
|
||||
fseek(PRICES[i].fp,(2*PRICES_DAYWINDOW+PRICES_SMOOTHWIDTH) * sizeof(int64_t) * 3,SEEK_SET);
|
||||
fputc(0,PRICES[i].fp);
|
||||
fflush(PRICES[i].fp);
|
||||
}
|
||||
if ( i > 0 && PRICES[0].fp != 0 )
|
||||
{
|
||||
fseek(PRICES[0].fp,(2*PRICES_DAYWINDOW+PRICES_SMOOTHWIDTH) * sizeof(uint32_t) * i,SEEK_SET);
|
||||
fputc(0,PRICES[0].fp);
|
||||
fflush(PRICES[0].fp);
|
||||
}
|
||||
}
|
||||
if ( i > 0 && PRICES[0].fp != 0 && createflag != 0 )
|
||||
{
|
||||
fseek(PRICES[0].fp,(2*PRICES_DAYWINDOW+PRICES_SMOOTHWIDTH) * sizeof(uint32_t) * i,SEEK_SET);
|
||||
fputc(0,PRICES[0].fp);
|
||||
fflush(PRICES[0].fp);
|
||||
}
|
||||
}
|
||||
|
||||
void komodo_pricesupdate(int32_t height,CBlock *pblock)
|
||||
{
|
||||
static int numprices; static uint32_t *ptr32; static int64_t *ptr64;
|
||||
static int numprices; static uint32_t *ptr32; static int64_t *ptr64,*tmpbuf;
|
||||
int32_t ind,offset,width; int64_t correlated,smoothed; uint64_t seed,rngval; uint32_t rawprices[KOMODO_MAXPRICES],buf[4];
|
||||
width = (2*PRICES_DAYWINDOW + PRICES_SMOOTHWIDTH);
|
||||
width = PRICES_DAYWINDOW;//(2*PRICES_DAYWINDOW + PRICES_SMOOTHWIDTH);
|
||||
if ( numprices == 0 )
|
||||
{
|
||||
numprices = (int32_t)(komodo_cbopretsize(ASSETCHAINS_CBOPRET) / sizeof(uint32_t));
|
||||
ptr32 = (uint32_t *)calloc(sizeof(uint32_t),numprices * width);
|
||||
ptr64 = (int64_t *)calloc(sizeof(int64_t),PRICES_DAYWINDOW*3);
|
||||
tmpbuf = (int64_t *)calloc(sizeof(int64_t),2*PRICES_DAYWINDOW);
|
||||
fprintf(stderr,"prices update: numprices.%d %p %p\n",numprices,ptr32,ptr64);
|
||||
}
|
||||
if ( _komodo_heightpricebits(&seed,rawprices,pblock) == numprices )
|
||||
{
|
||||
//for (i=0; i<numprices; i++)
|
||||
// fprintf(stderr,"%u ",rawprices[i]);
|
||||
//for (ind=0; ind<numprices; ind++)
|
||||
// fprintf(stderr,"%u ",rawprices[ind]);
|
||||
//fprintf(stderr,"numprices.%d\n",numprices);
|
||||
if ( PRICES[0].fp != 0 )
|
||||
{
|
||||
@@ -2592,7 +2646,7 @@ void komodo_pricesupdate(int32_t height,CBlock *pblock)
|
||||
if ( fwrite(rawprices,sizeof(uint32_t),numprices,PRICES[0].fp) != numprices )
|
||||
fprintf(stderr,"error writing rawprices for ht.%d\n",height);
|
||||
else fflush(PRICES[0].fp);
|
||||
if ( height > width )
|
||||
if ( height > PRICES_DAYWINDOW )
|
||||
{
|
||||
fseek(PRICES[0].fp,(height-width+1) * numprices * sizeof(uint32_t),SEEK_SET);
|
||||
if ( fread(ptr32,sizeof(uint32_t),width*numprices,PRICES[0].fp) == width*numprices )
|
||||
@@ -2610,19 +2664,20 @@ void komodo_pricesupdate(int32_t height,CBlock *pblock)
|
||||
memcpy(&buf[2],&correlated,sizeof(correlated));
|
||||
if ( fwrite(buf,1,sizeof(buf),PRICES[ind].fp) != sizeof(buf) )
|
||||
fprintf(stderr,"error fwrite buf for ht.%d ind.%d\n",height,ind);
|
||||
else
|
||||
else if ( height > PRICES_DAYWINDOW*2 )
|
||||
{
|
||||
fseek(PRICES[ind].fp,(height-PRICES_DAYWINDOW+1) * 3 * sizeof(int64_t),SEEK_SET);
|
||||
if ( fread(ptr64,sizeof(int64_t),PRICES_DAYWINDOW*3,PRICES[ind].fp) == PRICES_DAYWINDOW*3 )
|
||||
if ( fread(ptr64,sizeof(int64_t),PRICES_DAYWINDOW*3-1,PRICES[ind].fp) == PRICES_DAYWINDOW*3-1 )
|
||||
{
|
||||
if ( (smoothed= komodo_priceave(&ptr64[PRICES_DAYWINDOW*3-1],-3)) > 0 )
|
||||
if ( (smoothed= komodo_priceave(tmpbuf,&ptr64[PRICES_DAYWINDOW*3-2],-3)) > 0 )
|
||||
{
|
||||
fseek(PRICES[ind].fp,(height * 3 + 2) * sizeof(int64_t),SEEK_SET);
|
||||
if ( fwrite(&smoothed,1,sizeof(smoothed),PRICES[ind].fp) != sizeof(smoothed) )
|
||||
fprintf(stderr,"error fwrite smoothed for ht.%d ind.%d\n",height,ind);
|
||||
else
|
||||
{
|
||||
fprintf(stderr,"%.4f ",(double)smoothed/COIN);
|
||||
if ( ind == 36 )
|
||||
fprintf(stderr,"(%.8f %.8f) ",(double)ptr64[PRICES_DAYWINDOW*3-2]/COIN,(double)smoothed/COIN);
|
||||
fflush(PRICES[ind].fp);
|
||||
}
|
||||
} else fprintf(stderr,"error price_smoothed ht.%d ind.%d\n",height,ind);
|
||||
@@ -2632,10 +2687,9 @@ void komodo_pricesupdate(int32_t height,CBlock *pblock)
|
||||
}
|
||||
fprintf(stderr,"height.%d\n",height);
|
||||
} else fprintf(stderr,"error reading rawprices for ht.%d\n",height);
|
||||
}
|
||||
}
|
||||
} else fprintf(stderr,"height.%d <= width.%d\n",height,width);
|
||||
} else fprintf(stderr,"null PRICES[0].fp\n");
|
||||
} else fprintf(stderr,"numprices mismatch\n");
|
||||
|
||||
}
|
||||
|
||||
|
||||
|
||||
@@ -75,8 +75,14 @@ int verifyrec(const crypto_generichash_blake2b_state *ctx, u32 *indices, uchar *
|
||||
}
|
||||
|
||||
int compu32(const void *pa, const void *pb) {
|
||||
int32_t retval;
|
||||
u32 a = *(u32 *)pa, b = *(u32 *)pb;
|
||||
return a<b ? -1 : a==b ? 0 : +1;
|
||||
retval = a<b ? -1 : a==b ? 0 : +1;
|
||||
if ( retval != 0 )
|
||||
return(retval);
|
||||
else if ( (uint64_t)pa < (uint64_t)pb ) // jl777 prevent nondeterminism
|
||||
return(-1);
|
||||
else return(1);
|
||||
}
|
||||
|
||||
bool duped(proof prf) {
|
||||
|
||||
@@ -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_priceave(int64_t *correlated,int32_t cskip);
|
||||
int64_t komodo_priceave(int64_t *tmpbuf,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; 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; int64_t *tmpbuf;
|
||||
width = numblocks+PRICES_DAYWINDOW*2+PRICES_SMOOTHWIDTH;
|
||||
komodo_heightpricebits(&seed,rawprices,firstheight + numblocks - 1);
|
||||
if ( firstheight < width )
|
||||
@@ -1210,8 +1210,10 @@ int32_t prices_extract(int64_t *pricedata,int32_t firstheight,int32_t numblocks,
|
||||
if ( (pricedata[i*3+1]= komodo_pricecorrelated(rngval,ind,(uint32_t *)&pricedata[i*3],6,0,PRICES_SMOOTHWIDTH)) < 0 )
|
||||
return(-3);
|
||||
}
|
||||
tmpbuf = (int64_t *)calloc(sizeof(int64_t),2*PRICES_DAYWINDOW);
|
||||
for (i=0; i<numblocks; i++)
|
||||
pricedata[i*3+2] = komodo_priceave(&pricedata[i*3+1],3);
|
||||
pricedata[i*3+2] = komodo_priceave(tmpbuf,&pricedata[i*3+1],3);
|
||||
free(tmpbuf);
|
||||
return(0);
|
||||
}
|
||||
|
||||
@@ -1220,7 +1222,7 @@ 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; 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 *tmpbuf,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");
|
||||
|
||||
@@ -1281,10 +1283,11 @@ UniValue prices(const UniValue& params, bool fHelp)
|
||||
if ( (correlated[i]= komodo_pricecorrelated(rngval,j,&prices[offset],1,0,PRICES_SMOOTHWIDTH)) < 0 )
|
||||
throw JSONRPCError(RPC_INVALID_PARAMETER, "null correlated price");
|
||||
}
|
||||
tmpbuf = (int64_t *)calloc(sizeof(int64_t),2*PRICES_DAYWINDOW);
|
||||
for (i=0; i<maxsamples&&i<numsamples; i++)
|
||||
{
|
||||
offset = j*width + i;
|
||||
smoothed = komodo_priceave(&correlated[i],1);
|
||||
smoothed = komodo_priceave(tmpbuf,&correlated[i],1);
|
||||
UniValue parr(UniValue::VARR);
|
||||
parr.push_back(ValueFromAmount((int64_t)prices[offset] * komodo_pricemult(j)));
|
||||
parr.push_back(ValueFromAmount(correlated[i]));
|
||||
@@ -1292,6 +1295,7 @@ UniValue prices(const UniValue& params, bool fHelp)
|
||||
// compare to alternate method
|
||||
p.push_back(parr);
|
||||
}
|
||||
free(tmpbuf);
|
||||
}
|
||||
else
|
||||
{
|
||||
|
||||
Reference in New Issue
Block a user