|
|
@@ -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());
|