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