观察

strategy/src/predictor.rs

@@ -405,8 +405,8 @@ impl Predictor {
         let fair_price = Self::DONT_VIEW;
 
         let spread = self.fair_price_vec[0] / self.mid_price;
-        let spread_min = self.price_avg_times_vec[0];
-        let spread_max = self.price_avg_times_long_vec[0];
+        let spread_min = self.signal;
+        let spread_max = Self::DONT_VIEW;
         // let spread = self.price_times_avg;
         // let spread_max = self.fair_price_vec[1] / self.fair_price_vec[0];
         // let spread_min = self.fair_price / self.mid_price;

strategy/src/strategy.rs

@@ -1091,7 +1091,7 @@ impl Strategy {
 
         self._cancel_open(&mut command, local_orders, predictor);   // 撤单命令处理
         self._post_close(&mut command, local_orders, predictor);    // 平仓单命令处理
-        self._post_open(&mut command, local_orders, predictor);     // 限价单命令处理
+        // self._post_open(&mut command, local_orders, predictor);     // 限价单命令处理
         self._check_local_orders(&mut command, local_orders);       // 固定时间检查超时订单
         self._update_in_cancel(&mut command, local_orders);         // 更新撤单队列，是一个filter
         self._check_request_limit(&mut command);                    // 限制频率，移除不合规则之订单，是一个filter