hush
/
hush3
9
0
Fork 11
Code Issues 145 Pull Requests 2 Projects Releases 16 Wiki Activity
Browse Source

Weight correlated price

z_createrawtransaction
jl777 5 years ago
parent
2b1dff7b0c
commit
47f2069490
2 changed files with 25 additions and 17 deletions
Whitespace
Show all changes Ignore whitespace when comparing lines Ignore changes in amount of whitespace Ignore changes in whitespace at EOL
Split View
Diff Options
Show Stats Download Patch File Download Diff File
  1. 33
      src/komodo_gateway.h
  2. 9
      src/rpc/blockchain.cpp

33
src/komodo_gateway.h
View File

@ -2231,7 +2231,7 @@ char *komodo_pricename(char *name,int32_t ind)
return(0);
}
int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int32_t daywindow)
int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int32_t daywindow,uint32_t *rawprices2)
{
int32_t i,j,n,iter,correlation,maxcorrelation=0; int64_t price,sum,den,mult,refprice,lowprice,highprice;
if ( daywindow < 2 )
@ -2239,13 +2239,15 @@ int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int
if ( ind < 36 )
mult = 10000;
else mult = 1;
if ( memcmp(rawprices,rawprices2,daywindow*sizeof(*rawprices)) != 0 )
fprintf(stderr,"ind.%d rawprices2 != rawprices\n",ind);
for (iter=0; iter<daywindow; iter++)
{
correlation = 0;
i = (j + seed) % daywindow;
refprice = rawprices[i];
highprice = (refprice * (COIN + PRICES_MAXCHANGE*2)) / COIN;
lowprice = (refprice * (COIN - PRICES_MAXCHANGE*2)) / COIN;
highprice = (refprice * (COIN + PRICES_MAXCHANGE*3)) / COIN;
lowprice = (refprice * (COIN - PRICES_MAXCHANGE*3)) / COIN;
if ( highprice == refprice )
highprice++;
if ( lowprice == refprice )
@ -2263,29 +2265,33 @@ int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int
correlation++;
if ( correlation > (daywindow>>1) )
{
/*n = 0;
n = 0;
i = (j + seed) % daywindow;
for (j=0; j<daywindow; j++,i++)
{
if ( i >= daywindow )
i = 0;
if ( n >= (daywindow>>1) )
rawprices[i] = 0;
rawprices2[i] = 0;
else
{
price = rawprices[i];
if ( price < lowprice || price > highprice )
rawprices[i] = 0;
else n++;
rawprices2[i] = 0;
else
{
rawprices2[i] = price;
n++;
}
}
}*/
//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 )
}
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++)
{
if ( (price= rawprices[i]) != 0 )
if ( (price= rawprices2[i]) != 0 )
{
den += (daywindow - i);
sum += (daywindow - i) * price;
@ -2294,9 +2300,8 @@ 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 / correlation);
fprintf(stderr,"weighted -> %.8f\n",((double)(sum*mult) / den) / COIN);
return((sum * mult) / den);
}
}
}

9
src/rpc/blockchain.cpp
View File

@ -1177,7 +1177,7 @@ 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_pricesmoothed(int64_t *correlated,int32_t numprices);
int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int32_t numprices);
int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int32_t numprices,uint32_t *rawprices2);
int32_t komodo_nextheight();
uint32_t komodo_heightstamp(int32_t height);
@ -1186,7 +1186,7 @@ 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; int64_t smoothed,*correlated; char name[64],*str; uint32_t rawprices[2048],*prices; uint32_t i,width,j,numpricefeeds=-1,n,nextheight,offset,ht,num=0,daywindow = (3600*24/ASSETCHAINS_BLOCKTIME) + 1;
UniValue ret(UniValue::VOBJ); uint64_t seed; int64_t smoothed,*correlated; char name[64],*str; uint32_t rawprices[2048],*prices,*prices2; uint32_t i,width,j,numpricefeeds=-1,n,nextheight,offset,ht,num=0,daywindow = (3600*24/ASSETCHAINS_BLOCKTIME) + 1;
if ( ASSETCHAINS_CBOPRET == 0 )
throw JSONRPCError(RPC_INVALID_PARAMETER, "only -ac_cbopret chains have prices");
@ -1203,6 +1203,7 @@ UniValue prices(const UniValue& params, bool fHelp)
throw JSONRPCError(RPC_INVALID_PARAMETER, "illegal numpricefeeds");
prices = (uint32_t *)calloc(sizeof(*prices),width*numpricefeeds);
correlated = (int64_t *)calloc(sizeof(*correlated),width);
prices2 = (int64_t *)calloc(sizeof(*prices2),width);
for (ht=nextheight-1,i=0; i<width&&ht>2*daywindow+2; i++,ht--)
{
if ( ht < 0 || ht > chainActive.Height() )
@ -1238,7 +1239,8 @@ UniValue prices(const UniValue& params, bool fHelp)
for (i=0; i<maxsamples+daywindow; i++)
{
offset = j*width + i;
if ( (correlated[i]= komodo_pricecorrelated(seed,j,&prices[offset],daywindow)) < 0 )
memcpy(prices2,&prices[offset],sizeof(*prices2)*daywindow);
if ( (correlated[i]= komodo_pricecorrelated(seed,j,&prices[offset],daywindow,prices2)) < 0 )
throw JSONRPCError(RPC_INVALID_PARAMETER, "null correlated price");
}
for (i=0; i<maxsamples; i++)
@ -1264,6 +1266,7 @@ UniValue prices(const UniValue& params, bool fHelp)
ret.push_back(Pair("daywindow",(int64_t)daywindow));
ret.push_back(Pair("numpricefeeds",(int64_t)numpricefeeds));
free(prices);
free(prices2);
free(correlated);
return ret;
}

Write Preview
Loading…
Cancel
Save