ソースを参照

修正一些问题

skyffire 9 ヶ月 前
コミット
6b7201b1d6
1 ファイル変更6 行追加13 行削除
  1. 6 13
      strategy/src/predictor.rs

+ 6 - 13
strategy/src/predictor.rs

@@ -314,8 +314,8 @@ impl Predictor {
                 let mut vec: Vec<_> = self.spread_vec.deque.iter().cloned().collect();
                 vec.sort();
 
-                // 获取大约 3/4 位置的索引
-                let index = (vec.len() * 3) / 4;
+                // 获取大约 9/10 位置的索引
+                let index = (vec.len() * 9) / 10;
 
                 vec.get(index).unwrap().clone()
             } else {
@@ -446,22 +446,15 @@ impl Predictor {
 
         let inventory = self.inventory;
 
-        let sigma_square = if self.trade_price_long_vec.len() > 1 {
-            let front = self.trade_price_long_vec.deque.front().unwrap();
-            let back = self.trade_price_long_vec.deque.back().unwrap();
-
-            (back / front) - Decimal::ONE
-        } else {
-            Decimal::ZERO
-        };
-
-        let gamma = self.balance;
-        let kappa = if total_amount_0 + total_amount_1 == Decimal::ZERO {
+        let sigma_square = if total_amount_0 + total_amount_1 == Decimal::ZERO {
             Decimal::ZERO
         } else {
             total_amount_0 / (total_amount_0 + total_amount_1)
         };
 
+        let gamma = self.balance;
+        let kappa = Decimal::from(Utc::now().timestamp_millis()) - data_time;
+
         let flow_ratio = Decimal::ZERO;
 
         let need_append = now - self.prev_insert_time > dec!(500);