这一版，应该算调的比较好的AS基础版了。

strategy/src/avellaneda_stoikov.rs

@@ -180,7 +180,6 @@ impl AvellanedaStoikov {
         } else {
             let last_trade = self.trade_vec.get(self.trade_vec.len() - 1).unwrap();
 
-            let mut first_trade = last_trade;
             let mut volatility_total = Decimal::ZERO;
             for index in (0..self.trade_vec.len()).rev() {
                 if index == self.trade_vec.len() - 1 {
@@ -192,7 +191,6 @@ impl AvellanedaStoikov {
                     break;
                 }
 
-                first_trade = trade;
                 let prev_trade = self.trade_vec.get(index + 1).unwrap();
                 let volatility = (trade.price - prev_trade.price).abs();
                 volatility_total += volatility;
@@ -205,11 +203,7 @@ impl AvellanedaStoikov {
     }
 
     pub fn update_gamma(&mut self) {
-        self.gamma = if self.sigma_square == Decimal::ZERO || self.inventory == Decimal::ZERO {
-            Decimal::ONE
-        } else {
-            Decimal::ONE + Self::IRA * (self.spread_max / self.spread_min).sqrt().unwrap() * self.inventory.abs() / Decimal::TEN
-        };
+        self.gamma = Decimal::ONE + Self::IRA * (self.spread_max / self.spread_min).sqrt().unwrap() / Decimal::TEN;
         self.gamma.rescale(8);
     }