From 4b7a2ca365e9d37fd21584c927ea19a643ecbbe2 Mon Sep 17 00:00:00 2001
From: jl777 <jameslee777@yahoo.com>
Date: Tue, 2 Apr 2019 03:16:20 -1100
Subject: [PATCH] First version correlator

---
 src/komodo_gateway.h   | 44 +++++++++++++++++++++++++++++++-----------
 src/rpc/blockchain.cpp |  4 +++-
 2 files changed, 36 insertions(+), 12 deletions(-)

diff --git a/src/komodo_gateway.h b/src/komodo_gateway.h
index 1f1ce8dc6..b59a6fbf1 100644
--- a/src/komodo_gateway.h
+++ b/src/komodo_gateway.h
@@ -2232,17 +2232,39 @@ int64_t komodo_pricesmoothed(int64_t *correlated,int32_t numprices)
     return(correlated[0]);
 }
 
-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 daywindow)
 {
-    int32_t i; int64_t price,sum = 0;
-    for (i=0; i<numprices; i++)
-    {
-        if ( (price= rawprices[i]) == 0 )
-            return(0);
-        if ( ind < 36 )
-            price *= 10000;
-        sum += price;
+    int32_t i,j,iter,correlation; int64_t price,sum; uint32_t refprice,lowprice,highprice;
+    if ( daywindow < 2 )
+        return(-1);
+    for (iter=0; iter<daywindow; iter++)
+    {
+        sum = correlation = 0;
+        i = (j + seed) % daywindow;
+        refprice = rawprices[i] * (ind < 36 ? 10000 : 1);
+        highprice = ((int64_t)refprice * (COIN + PRICES_MAXCHANGE/2)) / COIN;
+        lowprice = ((int64_t)refprice * (COIN - PRICES_MAXCHANGE/2)) / COIN;
+        if ( highprice == refprice )
+            highprice++;
+        if ( lowprice == refprice )
+            lowprice--;
+        for (j=0; j<daywindow; j++,i++)
+        {
+            if ( i >= daywindow )
+                i = 0;
+            if ( (price= rawprices[i]) == 0 )
+                return(-1);
+            if ( price >= lowprice && price <= highprice )
+            {
+                sum += price;
+                correlation++;
+                if ( correlation > (daywindow>>1) )
+                {
+                    fprintf(stderr,"iter.%d j.%d i.%d correlation.%d ref %llu -> %llu\n",iter,j,i,correlation,(long long)refprice,(long long)sum/correlation);
+                    return(sum / correlation)
+                }
+            }
+        }
     }
-    //fprintf(stderr," ave %.8f [%d]\n",((double)sum/numprices)/COIN,numprices);
-    return(sum / numprices);
+    return(0);
 }
diff --git a/src/rpc/blockchain.cpp b/src/rpc/blockchain.cpp
index 668081934..c68d4b14b 100644
--- a/src/rpc/blockchain.cpp
+++ b/src/rpc/blockchain.cpp
@@ -1238,7 +1238,8 @@ UniValue prices(const UniValue& params, bool fHelp)
             for (i=0; i<maxsamples+daywindow; i++)
             {
                 offset = j*width + i;
-                correlated[i] = komodo_pricecorrelated(seed,j,&prices[offset],daywindow);
+                if ( (correlated[i]= komodo_pricecorrelated(seed,j,&prices[offset],daywindow)) < 0 )
+                    throw JSONRPCError(RPC_INVALID_PARAMETER, "null correlated price");
             }
             for (i=0; i<maxsamples; i++)
             {
@@ -1256,6 +1257,7 @@ UniValue prices(const UniValue& params, bool fHelp)
     }
     ret.push_back(Pair("pricefeeds",a));
     ret.push_back(Pair("result","success"));
+    ret.push_back(Pair("seed",(int64_t)seed));
     ret.push_back(Pair("height",(int64_t)nextheight-1));
     ret.push_back(Pair("maxsamples",(int64_t)maxsamples));
     ret.push_back(Pair("width",(int64_t)width));