Przeglądaj źródła

不看signal开仓(一直挂单)

skyffire 9 miesięcy temu
rodzic
commit
3ab6cb5960
1 zmienionych plików z 4 dodań i 18 usunięć
  1. 4 18
      strategy/src/predictor.rs

+ 4 - 18
strategy/src/predictor.rs

@@ -346,25 +346,11 @@ impl Predictor {
             self.optimal_bid_price = self.fair_price - self.fair_price * self.params.close;
             self.optimal_ask_price = Self::DONT_VIEW;
         } else {
-            if self.signal > Decimal::ZERO {
-                self.bid_delta = dec!(0);
-                self.ask_delta = dec!(-2);
-
-                self.optimal_bid_price = self.fair_price - self.fair_price * (self.params.open - self.signal);
-                self.optimal_ask_price = Self::DONT_VIEW;
-            } else if self.signal < Decimal::ZERO {
-                self.ask_delta = dec!(0);
-                self.bid_delta = dec!(-2);
-
-                self.optimal_ask_price = self.fair_price + self.fair_price * (self.params.open + self.signal);
-                self.optimal_bid_price = Self::DONT_VIEW;
-            } else {
-                self.bid_delta = dec!(0);
-                self.ask_delta = dec!(0);
+            self.bid_delta = dec!(0);
+            self.ask_delta = dec!(0);
 
-                self.optimal_bid_price = self.fair_price - self.fair_price * self.params.open;
-                self.optimal_ask_price = self.fair_price + self.fair_price * self.params.open;
-            }
+            self.optimal_bid_price = self.fair_price - self.fair_price * self.params.open;
+            self.optimal_ask_price = self.fair_price + self.fair_price * self.params.open;
         }
 
         self.optimal_ask_price.rescale(self.mid_price.scale());