分批建仓的条件

strategy/src/predictor.rs

@@ -387,13 +387,13 @@ impl Predictor {
         let is_open_long = self.force_order_value < -self.params.open
             && self.inventory < self.params.grid
             && self.inventory >= Decimal::ZERO
-            && (self.mid_price < self.prev_trade_price || self.prev_trade_price.is_zero())
-            && self.force_order_value < self.prev_trade_force_order_value;
+            && (self.mid_price < self.prev_trade_price * dec!(0.999) || self.prev_trade_price.is_zero())
+            && self.force_order_value < self.prev_trade_force_order_value * dec!(1.15);
         let is_open_short = self.force_order_value > self.params.open
             && self.inventory > -self.params.grid
             && self.inventory <= Decimal::ZERO
-            && (self.mid_price > self.prev_trade_price || self.prev_trade_price.is_zero())
-            && self.force_order_value > self.prev_trade_force_order_value;
+            && (self.mid_price > self.prev_trade_price * dec!(1.001) || self.prev_trade_price.is_zero())
+            && self.force_order_value > self.prev_trade_force_order_value * dec!(1.15);
 
         let (is_close_long, is_close_short) = match self.params.close_difficulty.as_str() {
             "easy" => {