Browse Source

固定靶,只拿数据,不求赚钱,不求赚钱,不求赚钱,不求赚钱,不要急,多观察。

skyffire 10 months ago
parent
commit
45c5c0d64a
1 changed files with 3 additions and 4 deletions
  1. 3 4
      strategy/src/predictor.rs

+ 3 - 4
strategy/src/predictor.rs

@@ -226,11 +226,10 @@ impl Predictor {
                     (self.pos_avg_price - self.mid_price) / self.pos_avg_price
                 };
 
-                let mul = Decimal::ONE_HUNDRED * (Decimal::ONE - self.t_diff);
                 // self.profit_fixed_vec.push();
 
                 // let total: Decimal = self.profit_fixed_vec.iter().sum();
-                self.profit_point = profit_now * mul;
+                self.profit_point = profit_now;
                 self.profit_point_ema = self.profit_point_ema * dec!(0.99) + self.profit_point * dec!(0.01);
             }
         }
@@ -459,7 +458,7 @@ impl Predictor {
                 }
             }
             // 更新程序关注的平仓焦点
-            let close_activate = self.params.open_activate;
+            let close_activate = self.params.open_activate / Decimal::TWO;
             if self.fair_rate_focus_close.is_zero() && !self.inventory.is_zero() && close_rate.abs() > close_activate {
                 // 多单平仓逻辑
                 if self.inventory > Decimal::ZERO && close_rate > Decimal::ZERO {
@@ -499,7 +498,7 @@ impl Predictor {
             }
 
             // ============================ 止损逻辑处理 =======================
-            if self.fair_rate_focus_close.is_zero() && !self.inventory.is_zero() && self.profit_point < dec!(-0.0314159) {
+            if self.fair_rate_focus_close.is_zero() && !self.inventory.is_zero() && self.profit_point < self.params.open_activate * dec!(-5) {
                 self.fair_rate_focus_close = dec!(-0.0314159);
                 self.fair_price_focus_close = self.mid_price;