瀏覽代碼

暂时用普通的平仓模式(为了对比)

skyfffire 10 月之前
父節點
當前提交
39be8224e2
共有 1 個文件被更改,包括 8 次插入6 次删除
  1. 8 6
      strategy/src/predictor.rs

+ 8 - 6
strategy/src/predictor.rs

@@ -486,13 +486,15 @@ impl Predictor {
         self.ask_delta = dec!(-2);
 
         if is_close_long {
-            let close_rate = (self.error_rate / dec!(0.5)) * self.params.close;
-
-            self.ask_delta = self.mid_price * close_rate;
+            // let close_rate = (self.error_rate / dec!(0.5)) * self.params.close;
+            //
+            // self.ask_delta = self.mid_price * close_rate;
+            self.ask_delta = self.mid_price * self.params.close;
         } else if is_close_short {
-            let close_rate = (self.error_rate / dec!(0.5)) * self.params.close;
-
-            self.bid_delta = self.mid_price * close_rate;
+            // let close_rate = (self.error_rate / dec!(0.5)) * self.params.close;
+            //
+            // self.bid_delta = self.mid_price * close_rate;
+            self.bid_delta = self.mid_price * self.params.close;
         } else if is_open_long {
             // let is_open_long_market = self.spread_sma_1000 - self.spread_sma > self.params.open_market;
             // self.bid_delta = if is_open_long_market {