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@ -775,17 +775,14 @@ int32_t prices_syntheticprofits(int64_t &costbasis, int32_t firstheight, int32_t |
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//else { //-> use the previous value
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// std::cerr << "prices_syntheticprofits() unchanged costbasis=" << costbasis << " price=" << price << " leverage=" << leverage << std::endl;
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//}
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} |
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else { |
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if (height == firstheight + PRICES_DAYWINDOW) { |
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// if costbasis not set, just set it
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costbasis = price; |
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std::cerr << "prices_syntheticprofits() permanent costbasis=" << costbasis << " height=" << height << std::endl; |
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} |
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else { |
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// use provided costbasis
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//std::cerr << "prices_syntheticprofits() provided costbasis=" << costbasis << " price=" << price << std::endl;
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//costbasis = price;
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// use calculated minmax costbasis
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std::cerr << "prices_syntheticprofits() use permanent costbasis=" << costbasis << " height=" << height << std::endl; |
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} |
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} |
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