tx · aDyZ6YZFZeeBPYC7n1qrLxvSULnpJCrhYUMxCdEbkD8

3MvQVj21fwPXbyXsrVDV2Sf639TcWTsaxmC:  -0.09000000 Waves

2020.01.08 13:05 [844799] smart account 3MvQVj21fwPXbyXsrVDV2Sf639TcWTsaxmC > SELF 0.00000000 Waves

{
    "type": 13,
    "id": "aDyZ6YZFZeeBPYC7n1qrLxvSULnpJCrhYUMxCdEbkD8",
    "fee": 9000000,
    "feeAssetId": null,
    "timestamp": 1578477984074,
    "version": 1,
    "sender": "3MvQVj21fwPXbyXsrVDV2Sf639TcWTsaxmC",
    "senderPublicKey": "GfU9G8BJcrUfL2H2QthDHbeLHThimafNuKPuDQm9wbzr",
    "proofs": [
        "WsY53Er6Xg4fZfvE4bLP1stfHFZ7LpSjPQDttNaZTpPQoLcmKzoPTj2isJwRv2MXbkbArzhSdpaqcSJji2LCNbX"
    ],
    "script": "base64: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",
    "chainId": 84,
    "height": 844799,
    "spentComplexity": 0
}

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Diff: 
Old
New
Differences
6
6
 
let FACTORDECIMALS = 6
7
7
 
8
8
 
let E = 2718281
9
+
10
+
func calculateInnerValues (a,innerValues) = if ((a > 1000))
11
+
    then a :: innerValues
12
+
    else innerValues
13
+
9
14
 
10
15
 
@Callable(i)
11
16
 
func coxRossRubinsteinCall (T,S,K,r,sigma,n) = {
21
26
 
    let thirdProjectedPrice = fraction(((S * pow(up, FACTORDECIMALS, 2, 0, FACTORDECIMALS, HALFUP)) * pow(down, FACTORDECIMALS, 2, 0, FACTORDECIMALS, HALFUP)), 1, FACTOR)
22
27
 
    let fourthProjectedPrice = fraction(((S * pow(up, FACTORDECIMALS, 1, 0, FACTORDECIMALS, HALFUP)) * pow(down, FACTORDECIMALS, 3, 0, FACTORDECIMALS, HALFUP)), 1, FACTOR)
23
28
 
    let fifthProjectedPrice = fraction(((S * pow(up, FACTORDECIMALS, 0, 0, FACTORDECIMALS, HALFUP)) * pow(down, FACTORDECIMALS, 4, 0, FACTORDECIMALS, HALFUP)), 1, FACTOR)
24
-
    WriteSet([DataEntry("deltaT", deltaT), DataEntry("sqrtDeltaT", sqrtDeltaT), DataEntry("up", up), DataEntry("down", down), DataEntry("df", df), DataEntry("pUp", pUp), DataEntry("pDown", pDown), DataEntry("firstProjectedPrice", firstProjectedPrice), DataEntry("secondProjectedPrice", secondProjectedPrice), DataEntry("thirdProjectedPrice", thirdProjectedPrice), DataEntry("fourthProjectedPrice", fourthProjectedPrice), DataEntry("fifthProjectedPrice", fifthProjectedPrice)])
29
+
    let firstInnerPrice = if ((firstProjectedPrice > S))
30
+
        then (firstProjectedPrice - (S * FACTOR))
31
+
        else 0
32
+
    let secondInnerPrice = if ((secondProjectedPrice > S))
33
+
        then (secondProjectedPrice - (S * FACTOR))
34
+
        else 0
35
+
    let thirdInnerPrice = if ((thirdProjectedPrice > S))
36
+
        then (thirdProjectedPrice - (S * FACTOR))
37
+
        else 0
38
+
    let fourthInnerPrice = if ((fourthProjectedPrice > S))
39
+
        then (fourthProjectedPrice - S)
40
+
        else 0
41
+
    let fifthInnerPrice = if ((fifthProjectedPrice > S))
42
+
        then (fifthProjectedPrice - S)
43
+
        else 0
44
+
    WriteSet([DataEntry("deltaT", deltaT), DataEntry("sqrtDeltaT", sqrtDeltaT), DataEntry("up", up), DataEntry("down", down), DataEntry("df", df), DataEntry("pUp", pUp), DataEntry("pDown", pDown), DataEntry("firstInnerPrice", firstInnerPrice), DataEntry("secondInnerPrice", secondInnerPrice), DataEntry("thirdInnerPrice", thirdInnerPrice), DataEntry("fourthInnerPrice", fourthInnerPrice), DataEntry("fifthInnerPrice", fifthInnerPrice)])
25
45
 
    }
26
46
 
27
47
 

Full: 
Old
New
Differences
1
1
 
{-# STDLIB_VERSION 3 #-}
2
2
 
{-# SCRIPT_TYPE ACCOUNT #-}
3
3
 
{-# CONTENT_TYPE DAPP #-}
4
4
 
let FACTOR = 1000000
5
5
 
6
6
 
let FACTORDECIMALS = 6
7
7
 
8
8
 
let E = 2718281
9
+
10
+
func calculateInnerValues (a,innerValues) = if ((a > 1000))
11
+
    then a :: innerValues
12
+
    else innerValues
13
+
9
14
 
10
15
 
@Callable(i)
11
16
 
func coxRossRubinsteinCall (T,S,K,r,sigma,n) = {
12
17
 
    let deltaT = fraction(T, FACTOR, (365 * n))
13
18
 
    let sqrtDeltaT = pow(deltaT, FACTORDECIMALS, 5, 1, FACTORDECIMALS, HALFUP)
14
19
 
    let up = pow(E, FACTORDECIMALS, fraction(sigma, sqrtDeltaT, 100), FACTORDECIMALS, FACTORDECIMALS, HALFUP)
15
20
 
    let down = fraction(1, (FACTOR * FACTOR), up)
16
21
 
    let df = pow(E, FACTORDECIMALS, fraction(-(r), deltaT, 100), FACTORDECIMALS, FACTORDECIMALS, HALFUP)
17
22
 
    let pUp = fraction((pow(E, FACTORDECIMALS, fraction(r, deltaT, 100), FACTORDECIMALS, FACTORDECIMALS, HALFUP) - down), FACTOR, (up - down))
18
23
 
    let pDown = (FACTOR - pUp)
19
24
 
    let firstProjectedPrice = fraction(((S * pow(up, FACTORDECIMALS, 4, 0, FACTORDECIMALS, HALFUP)) * pow(down, FACTORDECIMALS, 0, 0, FACTORDECIMALS, HALFUP)), 1, FACTOR)
20
25
 
    let secondProjectedPrice = fraction(((S * pow(up, FACTORDECIMALS, 3, 0, FACTORDECIMALS, HALFUP)) * pow(down, FACTORDECIMALS, 1, 0, FACTORDECIMALS, HALFUP)), 1, FACTOR)
21
26
 
    let thirdProjectedPrice = fraction(((S * pow(up, FACTORDECIMALS, 2, 0, FACTORDECIMALS, HALFUP)) * pow(down, FACTORDECIMALS, 2, 0, FACTORDECIMALS, HALFUP)), 1, FACTOR)
22
27
 
    let fourthProjectedPrice = fraction(((S * pow(up, FACTORDECIMALS, 1, 0, FACTORDECIMALS, HALFUP)) * pow(down, FACTORDECIMALS, 3, 0, FACTORDECIMALS, HALFUP)), 1, FACTOR)
23
28
 
    let fifthProjectedPrice = fraction(((S * pow(up, FACTORDECIMALS, 0, 0, FACTORDECIMALS, HALFUP)) * pow(down, FACTORDECIMALS, 4, 0, FACTORDECIMALS, HALFUP)), 1, FACTOR)
24
-
    WriteSet([DataEntry("deltaT", deltaT), DataEntry("sqrtDeltaT", sqrtDeltaT), DataEntry("up", up), DataEntry("down", down), DataEntry("df", df), DataEntry("pUp", pUp), DataEntry("pDown", pDown), DataEntry("firstProjectedPrice", firstProjectedPrice), DataEntry("secondProjectedPrice", secondProjectedPrice), DataEntry("thirdProjectedPrice", thirdProjectedPrice), DataEntry("fourthProjectedPrice", fourthProjectedPrice), DataEntry("fifthProjectedPrice", fifthProjectedPrice)])
29
+
    let firstInnerPrice = if ((firstProjectedPrice > S))
30
+
        then (firstProjectedPrice - (S * FACTOR))
31
+
        else 0
32
+
    let secondInnerPrice = if ((secondProjectedPrice > S))
33
+
        then (secondProjectedPrice - (S * FACTOR))
34
+
        else 0
35
+
    let thirdInnerPrice = if ((thirdProjectedPrice > S))
36
+
        then (thirdProjectedPrice - (S * FACTOR))
37
+
        else 0
38
+
    let fourthInnerPrice = if ((fourthProjectedPrice > S))
39
+
        then (fourthProjectedPrice - S)
40
+
        else 0
41
+
    let fifthInnerPrice = if ((fifthProjectedPrice > S))
42
+
        then (fifthProjectedPrice - S)
43
+
        else 0
44
+
    WriteSet([DataEntry("deltaT", deltaT), DataEntry("sqrtDeltaT", sqrtDeltaT), DataEntry("up", up), DataEntry("down", down), DataEntry("df", df), DataEntry("pUp", pUp), DataEntry("pDown", pDown), DataEntry("firstInnerPrice", firstInnerPrice), DataEntry("secondInnerPrice", secondInnerPrice), DataEntry("thirdInnerPrice", thirdInnerPrice), DataEntry("fourthInnerPrice", fourthInnerPrice), DataEntry("fifthInnerPrice", fifthInnerPrice)])
25
45
 
    }
26
46
 
27
47
 

github/deemru/w8io/c3f4982 
26.07 ms ◑