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@@ -275,6 +275,11 @@ impl Predictor {
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self.trade_time_vec.push_back(now);
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self.trade_side_map.insert(now, side);
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self.trade_amount_map.insert(now, amount);
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+
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+ self.prev_trade_time = Decimal::from(Utc::now().timestamp_millis());
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+ self.prev_trade_price = self.mid_price;
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+ self.prev_trade_force_order_value = self.force_order_value;
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+ self.force_order_value = Decimal::ZERO;
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} else if side == "pd" || side == "pk" {
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let pop_time = self.trade_time_vec.pop_front().unwrap();
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@@ -321,14 +326,6 @@ impl Predictor {
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};
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}
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- // 用于计算加仓
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- if self.inventory.abs() > prev_inventory.abs() {
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- self.prev_trade_time = Decimal::from(Utc::now().timestamp_millis());
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- self.prev_trade_price = self.mid_price;
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- self.prev_trade_force_order_value = self.force_order_value;
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- self.force_order_value = Decimal::ZERO;
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- }
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-
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// 重置一些计算
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if prev_inventory != self.inventory && self.inventory.is_zero() {
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self.profit_point_vec.clear();
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