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costbasis calc temp change to floating point

z_createrawtransaction
dimxy 5 years ago
parent
commit
23f427373c
  1. 15
      src/cc/prices.cpp

15
src/cc/prices.cpp

@ -790,19 +790,24 @@ int32_t prices_syntheticprofits(int64_t &costbasis, int32_t firstheight, int32_t
}
// normalize to 10,000,000 to prevent underflow
profits = costbasis > 0 ? (((price / PRICES_POINTFACTOR * PRICES_NORMFACTOR) / costbasis) - PRICES_NORMFACTOR / PRICES_POINTFACTOR) * PRICES_POINTFACTOR : 0;
//profits = costbasis > 0 ? (((price / PRICES_POINTFACTOR * PRICES_NORMFACTOR) / costbasis) - PRICES_NORMFACTOR / PRICES_POINTFACTOR) * PRICES_POINTFACTOR : 0;
double dprofits = costbasis > 0 ? ((double)price / (double)costbasis - 1) : 0;
//std::cerr << "prices_syntheticprofits() test value1 (price/PRICES_POINTFACTOR * PRICES_NORMFACTOR)=" << (price / PRICES_POINTFACTOR * PRICES_NORMFACTOR) << std::endl;
std::cerr << "prices_syntheticprofits() test value2 (price/PRICES_POINTFACTOR * PRICES_NORMFACTOR)/costbasis=" << (costbasis != 0 ? (price / PRICES_POINTFACTOR * PRICES_NORMFACTOR)/costbasis : 0) << std::endl;
//std::cerr << "prices_syntheticprofits() test value2 (price/PRICES_POINTFACTOR * PRICES_NORMFACTOR)/costbasis=" << (costbasis != 0 ? (price / PRICES_POINTFACTOR * PRICES_NORMFACTOR)/costbasis : 0) << std::endl;
std::cerr << "prices_syntheticprofits() fractional profits=" << profits << std::endl;
//std::cerr << "prices_syntheticprofits() fractional profits=" << profits << std::endl;
//std::cerr << "prices_syntheticprofits() profits double=" << (double)price / (double)costbasis -1.0 << std::endl;
//double dprofits = (double)price / (double)costbasis - 1.0;
profits *= ((int64_t)leverage * (int64_t)positionsize);
profits /= (int64_t)PRICES_NORMFACTOR; // de-normalize
//profits *= ((int64_t)leverage * (int64_t)positionsize);
//profits /= (int64_t)PRICES_NORMFACTOR; // de-normalize
dprofits *= ((double)leverage * (double)positionsize);
//dprofits *= leverage * positionsize;
profits = dprofits;
std::cerr << "prices_syntheticprofits() profits=" << profits << std::endl;
//std::cerr << "prices_syntheticprofits() dprofits=" << dprofits << std::endl;

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