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修复只开一单的问题

skyffire 9 月之前
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488cbbc2ce
共有 1 個文件被更改,包括 2 次插入2 次删除
  1. 2 2
      strategy/src/strategy.rs

+ 2 - 2
strategy/src/strategy.rs

@@ -987,7 +987,7 @@ impl Strategy {
         // let one_hand_short_value = dec!(0.97) * predictor.one_grid_order_value;
 
         // 挂多单
-        if self.post_side >= 0 && buy_value.is_zero() && predictor.inventory.is_zero() && predictor.bid_delta != dec!(-2) {
+        if self.post_side >= 0 && buy_value.is_zero() && predictor.inventory < predictor.params.grid && predictor.bid_delta.is_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);
@@ -1019,7 +1019,7 @@ impl Strategy {
             }
         }
         // 挂空单
-        if self.post_side <= 0 && sell_value.is_zero() && predictor.inventory.is_zero() && predictor.ask_delta != dec!(-2) {
+        if self.post_side <= 0 && sell_value.is_zero() && predictor.inventory > -predictor.params.grid && predictor.ask_delta.is_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