Merge new aggregation logic into pyth-client (on behalf of kbowers) #139
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…ndalone off chain test suite
…ain with off-chain standalone tests
…AP / TWAC model (log2 and signed magnitude helpers)
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| /* Extract the p25 | ||
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| There are many variants with subtle tradeoffs here. One option is |
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After thinking about this for a while, I believe this is correct. However, this comment confused me a bit because it was hard to reason through the indexes pointed to by the various floor / ceils. I suggest revising this paragraph to:
"There are many variants of the p25 in the case where the number of samples cnt is divisible by 4. When cnt is not divisible by 4, then floor(cnt / 4) always gives you the p25. When cnt is divisible by 4, the p25 falls between the samples x = (floor(cnt/4) -1) and y = floor(cnt/4)."
Then describe the variants in terms of x and y
| /* Optimized handling of base cases */ | ||
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| # include "sort_stable_base.c" | ||
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I don't actually see SORT_STABLE_CE being used anywhere here (?)
| /* If left subsort result ended up in orig array, merge into temp | ||
| array. Otherwise, merge into orig array. */ | ||
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| if( yl==xl ) x = t; |
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I'm confused by how this function handles the two arrays. Does it flip back and forth between putting the results in the original array and the temp array? Maybe worth a comment
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| # if 0 /* These variants of the above don't seem to produce much better code */ |
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delete this block since it isn't used (?)
…ich in turn needs a 128-bit wide subtraction (and other minor cleanups).
…level component testing
| Note: price_model_cnt_valid( cnt ) implies | ||
| int64_sort_ascending_cnt_valid( cnt ) currently. | ||
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| Note: consider filtering out "NaN" quotes (i.e. INT64_MIN)? */ |
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In what situation we might get "NaN" quote?
… component testing
…er level component testing
…model code can isolated to its own compilation unit
… the pc_price_t layout for time being)
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superseded by #145 |
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