clear lowest pos in price

5 years ago · bcd6e1a4d9
1 changed files with 4 additions and 0 deletions
--- a/src/cc/prices.cpp
+++ b/src/cc/prices.cpp
@ -628,6 +628,10 @@ int64_t prices_syntheticprofits(int64_t &costbasis, int32_t firstheight, int32_t
        fprintf(stderr, "unexpected zero synthetic price at height.%d\n", height);
        return(0);
    }
+
+    // clear lowest positions:
+    price /= 10000;
+    price *= 10000;
   
    if (minmax)    { // if we are within day window, set costbasis to max or min price value
        if (leverage > 0 && price > costbasis) {