瀏覽代碼

优化取消焦点的条件,尝试

skyffire 10 月之前
父節點
當前提交
172db48fd5
共有 1 個文件被更改,包括 2 次插入6 次删除
  1. 2 6
      strategy/src/predictor.rs

+ 2 - 6
strategy/src/predictor.rs

@@ -416,11 +416,7 @@ impl Predictor {
             if !self.mid_price_focus_open.is_zero() {
                 let focus_rate = (self.mid_price - self.mid_price_focus_open) / self.mid_price_focus_open;
 
-                if self.mid_rate_focus_open < Decimal::ZERO && focus_rate < Decimal::NEGATIVE_ONE * self.params.open_activate / dec!(3) {
-                    self.mid_rate_focus_open = Decimal::ZERO;
-                }
-
-                if self.mid_rate_focus_open > Decimal::ZERO && focus_rate > self.params.open_activate / dec!(3) {
+                if focus_rate.abs() > self.params.open_activate / dec!(4) {
                     self.mid_rate_focus_open = Decimal::ZERO;
                 }
             }
@@ -434,7 +430,7 @@ impl Predictor {
                 // 最近80%的波动都发生在最近短周期的时间里
                 let is_high_speed = mid_rate.abs() > mid_long_rate.abs() * dec!(0.8) && mid_rate * mid_long_rate > Decimal::ZERO;
 
-                if is_high_speed && mid_rate.abs() > self.params.open_activate{
+                if is_high_speed && mid_rate.abs() > self.params.open_activate {
                     // 向上涨,并且fair下穿mid,视为观测阶段开始
                     if mid_rate > Decimal::ZERO && mid_long_rate > Decimal::ZERO {
                         self.mid_rate_focus_open = dec!(-0.01);