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