不限制仓位实验

strategy/src/strategy.rs

@@ -951,15 +951,11 @@ impl Strategy {
         // let one_hand_long_value = dec!(0.99) * (self.max_long_value / self.grid);
         // let one_hand_short_value = dec!(0.99) * (self.max_short_value / self.grid);
         // 挂多单
-        if self.post_side >= 0 && buy_value == Decimal::ZERO && predictor.inventory <= Decimal::ZERO {
+        if self.post_side >= 0 && buy_value == Decimal::ZERO {
             let mut target_buy_price = predictor.optimal_bid_price;
             // target_buy_price = utils::clip(target_buy_price, self.bp * dec!(0.97), self.ap * dec!(1.0005));
             target_buy_price = utils::fix_price(target_buy_price, self.tick_size);
-            let amount = if predictor.inventory <= dec!(-3) {
-                utils::get_amount_by_min_amount_value(self.min_amount_value * predictor.inventory.abs(), target_buy_price, self.step_size)
-            } else {
-                utils::get_amount_by_min_amount_value(self.min_amount_value, target_buy_price, self.step_size)
-            };
+            let amount = utils::get_amount_by_min_amount_value(self.min_amount_value, target_buy_price, self.step_size);
             // let amount = if predictor.inventory < Decimal::ZERO {
             //     // utils::fix_amount(self.step_size * predictor.inventory.abs(), self.step_size)
             //     if predictor.level >= dec!(3) {
@@ -991,16 +987,12 @@ impl Strategy {
             }
         }
         // 挂空单
-        if self.post_side <= 0 && sell_value == Decimal::ZERO && predictor.inventory >= Decimal::ZERO {
+        if self.post_side <= 0 && sell_value == Decimal::ZERO {
             let mut target_sell_price = predictor.optimal_ask_price;
             // target_sell_price = utils::clip(target_sell_price, self.bp * dec!(0.9995), self.ap * dec!(1.03));
             // 取消大小限制
             target_sell_price = utils::fix_price(target_sell_price, self.tick_size);
-            let amount = if predictor.inventory >= dec!(3) {
-                utils::get_amount_by_min_amount_value(self.min_amount_value * predictor.inventory.abs(), target_sell_price, self.step_size)
-            } else {
-                utils::get_amount_by_min_amount_value(self.min_amount_value, target_sell_price, self.step_size)
-            };
+            let amount = utils::get_amount_by_min_amount_value(self.min_amount_value, target_sell_price, self.step_size);
             // let amount = if predictor.inventory > Decimal::ZERO {
             //     if predictor.level >= dec!(3) {
             //         utils::get_amount_by_min_amount_value(self.min_amount_value * predictor.inventory.abs(), target_sell_price, self.step_size)