|
|
@ -16,6 +16,8 @@ |
|
|
|
#include "CCassets.h" |
|
|
|
#include "CCPrices.h" |
|
|
|
|
|
|
|
#include "mini-gmp.h" |
|
|
|
|
|
|
|
#define IS_CHARINSTR(c, str) (std::string(str).find((char)(c)) != std::string::npos) |
|
|
|
|
|
|
|
typedef struct BetInfo { |
|
|
@ -791,9 +793,8 @@ 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;
|
|
|
|
//double dprofits = costbasis > 0 ? ((double)price / (double)costbasis - 1) : 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;
|
|
|
|
|
|
|
@ -804,13 +805,44 @@ int32_t prices_syntheticprofits(int64_t &costbasis, int32_t firstheight, int32_t |
|
|
|
//profits *= ((int64_t)leverage * (int64_t)positionsize);
|
|
|
|
//profits /= (int64_t)PRICES_NORMFACTOR; // de-normalize
|
|
|
|
|
|
|
|
dprofits *= ((double)leverage * (double)positionsize); |
|
|
|
//dprofits *= ((double)leverage * (double)positionsize);
|
|
|
|
|
|
|
|
//dprofits *= leverage * positionsize;
|
|
|
|
profits = dprofits; |
|
|
|
std::cerr << "prices_syntheticprofits() profits=" << profits << std::endl; |
|
|
|
// profits = dprofits;
|
|
|
|
//std::cerr << "prices_syntheticprofits() dprofits=" << dprofits << std::endl;
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
if (costbasis > 0) { |
|
|
|
mpz_t mpzProfits; |
|
|
|
mpz_t mpzCostbasis; |
|
|
|
mpz_t mpzPrice; |
|
|
|
|
|
|
|
mpz_init(mpzProfits); |
|
|
|
mpz_init(mpzCostbasis); |
|
|
|
mpz_init(mpzPrice); |
|
|
|
|
|
|
|
mpz_set_si(mpzCostbasis, costbasis); |
|
|
|
mpz_mul_ui(mpzCostbasis, mpzCostbasis, SATOSHIDEN); |
|
|
|
mpz_set_si(mpzPrice, price); |
|
|
|
|
|
|
|
mpz_divexact(mpzProfits, mpzPrice, mpzCostbasis); // profits = (price*SATOSHIDEN)/costbasis // normalization
|
|
|
|
mpz_sub_ui(mpzProfits, mpzProfits, SATOSHIDEN); // profits -= SATOSHIDEN
|
|
|
|
|
|
|
|
mpz_mul_si(mpzProfits, mpzProfits, leverage); // profits *= leverage
|
|
|
|
mpz_mul_si(mpzProfits, mpzProfits, positionsize); // profits *= positionsize
|
|
|
|
mpz_divexact_ui(mpzProfits, mpzPrice, SATOSHIDEN); // profits /= SATOSHIDEN // de-normalization
|
|
|
|
|
|
|
|
profits = mpz_get_si(mpzProfits); |
|
|
|
|
|
|
|
mpz_clear(mpzProfits); |
|
|
|
mpz_clear(mpzCostbasis); |
|
|
|
mpz_clear(mpzPrice); |
|
|
|
} |
|
|
|
else |
|
|
|
profits = 0; |
|
|
|
|
|
|
|
std::cerr << "prices_syntheticprofits() profits=" << profits << std::endl; |
|
|
|
return 0; // (positionsize + addedbets + profits);
|
|
|
|
} |
|
|
|
|
|
|
|