一些日志层面的处理，修正了strategy无法识别lever_rate

strategy/src/predictor.rs

@@ -130,8 +130,6 @@ impl Predictor {
         for ref_index in 0..ref_exchange_names.len() {
             let ref_exchange = ref_exchange_names[ref_index];
 
-            println!("{:?}", self.avg_spread_list[ref_index]);
-
             let ticker = ref_ticker_map.get(ref_exchange).unwrap();
             let bid_price = ticker.buy;
             let ask_price = ticker.sell;

strategy/src/quant.rs

@@ -1160,7 +1160,7 @@ pub async fn run_transaction(quant_arc: Arc<Mutex<Quant>>, name: String, symbols
         loop {
             match rx.recv().await {
                 Some(data) => {
-                    info!(?data);
+                    debug!(?data);
                     if data.code == "200" {
                         if data.channel == "futures.order_book" {
                             let depth = standard::gate_handle::handle_special_depth(data);

strategy/src/strategy.rs

@@ -201,6 +201,7 @@ impl Strategy {
             strategy.ref_name.push(format!("{}@{}", params.ref_exchange[index], params.ref_pair[index]));
         }
         // 杠杆比例处理
+        strategy.lever_rate = params.lever_rate;
         if strategy.exchange.contains("spot") {
             strategy.lever_rate = min(params.lever_rate, Decimal::ONE);
         }