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倉位識別問題。

skyfffire před 1 rokem
rodič
revize
120feab003
1 změnil soubory, kde provedl 2 přidání a 2 odebrání
  1. 2 2
      strategy/src/strategy.rs

+ 2 - 2
strategy/src/strategy.rs

@@ -956,7 +956,7 @@ impl Strategy {
             let mut target_buy_price = predictor.optimal_bid_price;
             // target_buy_price = utils::clip(target_buy_price, self.bp * dec!(0.97), self.ap * dec!(1.0005));
             target_buy_price = utils::fix_price(target_buy_price, self.tick_size);
-            let amount = if predictor.inventory >= dec!(3) {
+            let amount = if predictor.inventory.abs() >= dec!(3) {
                 utils::get_amount_by_min_amount_value(self.min_amount_value * predictor.inventory.abs(), target_buy_price, self.step_size)
             } else {
                 utils::get_amount_by_min_amount_value(self.min_amount_value, target_buy_price, self.step_size)
@@ -997,7 +997,7 @@ impl Strategy {
             // target_sell_price = utils::clip(target_sell_price, self.bp * dec!(0.9995), self.ap * dec!(1.03));
             // 取消大小限制
             target_sell_price = utils::fix_price(target_sell_price, self.tick_size);
-            let amount = if predictor.inventory >= dec!(3) {
+            let amount = if predictor.inventory.abs() >= dec!(3) {
                 utils::get_amount_by_min_amount_value(self.min_amount_value * predictor.inventory.abs(), target_sell_price, self.step_size)
             } else {
                 utils::get_amount_by_min_amount_value(self.min_amount_value, target_sell_price, self.step_size)