Test
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@@ -2242,7 +2242,7 @@ int64_t komodo_pricesmoothed(int64_t *correlated,int32_t numprices)
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int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int32_t daywindow)
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{
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int32_t i,j,n,iter,correlation,maxcorrelation=0; int64_t price,sum,den; uint32_t mult,refprice,lowprice,highprice;
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int32_t i,j,n,iter,correlation,maxcorrelation=0; int64_t price,sum,den,mult,refprice,lowprice,highprice;
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if ( daywindow < 2 )
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return(-1);
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if ( ind < 36 )
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@@ -2253,8 +2253,8 @@ int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int
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correlation = 0;
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i = (j + seed) % daywindow;
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refprice = rawprices[i] * mult;
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highprice = ((int64_t)refprice * (COIN + PRICES_MAXCHANGE)) / COIN;
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lowprice = ((int64_t)refprice * (COIN - PRICES_MAXCHANGE)) / COIN;
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highprice = (refprice * (COIN + PRICES_MAXCHANGE)) / COIN;
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lowprice = (refprice * (COIN - PRICES_MAXCHANGE)) / COIN;
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if ( highprice == refprice )
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highprice++;
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if ( lowprice == refprice )
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@@ -2268,10 +2268,11 @@ int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int
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price *= mult;
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if ( price >= lowprice && price <= highprice )
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{
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sum += price;
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correlation++;
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if ( correlation > (daywindow>>1) )
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{
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n = 0;
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/*n = 0;
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i = (j + seed) % daywindow;
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for (j=0; j<daywindow; j++,i++)
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{
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@@ -2286,9 +2287,9 @@ int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int
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rawprices[i] = 0;
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else n++;
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}
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}
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fprintf(stderr,"ind.%d iter.%d j.%d i.%d n.%d correlation.%d ref %llu -> %llu\n",ind,iter,j,i,n,correlation,(long long)refprice,(long long)sum/correlation);
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if ( n != correlation )
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}*/
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fprintf(stderr,"ind.%d iter.%d j.%d i.%d correlation.%d ref %llu -> %llu\n",ind,iter,j,i,correlation,(long long)refprice,(long long)sum/correlation);
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/*if ( n != correlation )
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return(-1);
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sum = den = n = 0;
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for (i=0; i<daywindow; i++)
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@@ -2303,7 +2304,8 @@ int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int
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if ( n != correlation || sum == 0 || den == 0 )
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return(-1);
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fprintf(stderr,"weighted -> %.8f\n",((double)sum / den) / COIN);
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return(sum / den);
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return(sum / den);*/
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return(sum / correlation);
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}
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}
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}
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