Pārlūkot izejas kodu

大于0.3不开单,并且止损也不触发。

skyffire 1 gadu atpakaļ
vecāks
revīzija
00c4b156ab
1 mainītis faili ar 18 papildinājumiem un 18 dzēšanām
  1. 18 18
      strategy/src/core.rs

+ 18 - 18
strategy/src/core.rs

@@ -961,24 +961,24 @@ impl Core {
             self.stop().await;
         }
         // 回撤风控3,加浮亏的回撤风控
-        let floating_profit = if !self.local_position.long_pos.is_zero() && !self.local_position.long_avg.is_zero() && !self.strategy.mp.is_zero() {
-            let profit_price = self.strategy.mp - self.local_position.long_avg;
-
-            profit_price * self.local_position.long_pos
-        } else if !self.local_position.short_pos.is_zero() && !self.local_position.short_pos.is_zero() && !self.strategy.mp.is_zero() {
-            let profit_price = self.local_position.short_avg - self.strategy.mp;
-
-            profit_price * self.local_position.short_pos
-        } else {
-            Decimal::ZERO
-        };
-        let floating_draw_back = floating_profit / self.strategy.start_equity;
-        if floating_draw_back < -self.stop_loss {
-            let exit_msg = format!("{} 浮动亏损太大{},当前价格:{}, 准备停机。", self.params.account_name, floating_profit, self.strategy.mp);
-            warn!(exit_msg);
-            self.exit_msg = exit_msg;
-            self.stop().await;
-        }
+        // let floating_profit = if !self.local_position.long_pos.is_zero() && !self.local_position.long_avg.is_zero() && !self.strategy.mp.is_zero() {
+        //     let profit_price = self.strategy.mp - self.local_position.long_avg;
+        //
+        //     profit_price * self.local_position.long_pos
+        // } else if !self.local_position.short_pos.is_zero() && !self.local_position.short_pos.is_zero() && !self.strategy.mp.is_zero() {
+        //     let profit_price = self.local_position.short_avg - self.strategy.mp;
+        //
+        //     profit_price * self.local_position.short_pos
+        // } else {
+        //     Decimal::ZERO
+        // };
+        // let floating_draw_back = floating_profit / self.strategy.start_equity;
+        // if floating_draw_back < -self.stop_loss {
+        //     let exit_msg = format!("{} 浮动亏损太大{},当前价格:{}, 准备停机。", self.params.account_name, floating_profit, self.strategy.mp);
+        //     warn!(exit_msg);
+        //     self.exit_msg = exit_msg;
+        //     self.stop().await;
+        // }
 
         // 报单延迟风控,平均延迟允许上限5000ms
         if self.ready == 1 && self.platform_rest.get_request_avg_delay() > dec!(5000) {