This commit is contained in:
jl777
2019-04-02 04:01:54 -11:00
parent a4788f61e7
commit f99fa65eda

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