base_delta優化

strategy/src/avellaneda_stoikov.rs

@@ -190,7 +190,7 @@ impl AvellanedaStoikov {
     }
 
     pub fn update_sigma_square(&mut self) {
-        self.sigma_square = self.spread_max;
+        self.sigma_square = self.spread_max * dec!(1.618);
         self.sigma_square.rescale(10);
     }
 
@@ -232,7 +232,7 @@ impl AvellanedaStoikov {
         if self.gamma != Decimal::ZERO {
             let pos_edge = self.gamma * self.sigma_square * self.inventory.abs().powd(dec!(3.14)) * self.t_diff / Decimal::TWO;
 
-            self.base_delta = self.gamma * self.sigma_square * self.t_diff / Decimal::TWO + (Decimal::ONE / self.gamma) * (Decimal::ONE + self.gamma / self.kappa).ln();
+            self.base_delta = self.sigma_square * self.t_diff;
             self.ratio_edge = dec!(3.14) * self.flow_ratio * self.sigma_square;
 
             self.bid_delta = self.base_delta;