趋势 7

strategy/src/predictor.rs

@@ -590,8 +590,8 @@ impl Predictor {
         // 可能是接针
         let is_open_long = self.mid_rate_signal_open == dec!(0.01);
         let is_open_short = self.mid_rate_signal_open == dec!(-0.01);
-        let is_close_long = self.inventory > Decimal::ZERO && (self.mid_rate_signal_close > Decimal::ZERO || self.mid_rate_signal_close < dec!(-0.1));
-        let is_close_short = self.inventory < Decimal::ZERO && (self.mid_rate_signal_close < Decimal::ZERO || self.mid_rate_signal_close < dec!(-0.1));
+        let is_close_long = self.inventory > Decimal::ZERO && (self.mid_rate_signal_close < Decimal::ZERO || self.mid_rate_signal_close < dec!(-0.1));
+        let is_close_short = self.inventory < Decimal::ZERO && (self.mid_rate_signal_close > Decimal::ZERO || self.mid_rate_signal_close < dec!(-0.1));
 
         self.bid_delta = dec!(-2);
         self.ask_delta = dec!(-2);