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不要仓位风控。

skyfffire 1 year ago
parent
commit
739ca5a628
1 changed files with 25 additions and 25 deletions
  1. 25 25
      strategy/src/core.rs

+ 25 - 25
strategy/src/core.rs

@@ -960,31 +960,31 @@ impl Core {
         }
         }
 
 
         // 仓位异常风控,只在合约模式下执行
         // 仓位异常风控,只在合约模式下执行
-        if !self.exchange.contains("spot") {
-            let local_position_by_orders_pos = (self.local_position_by_orders.long_pos - self.local_position_by_orders.short_pos).abs();
-            let local_position_pos = (self.local_position.long_pos - self.local_position.short_pos).abs();
-
-            if local_position_by_orders_pos != local_position_pos {
-                warn!("{}发现仓位异常", self.params.account_name);
-                warn!(?self.local_position_by_orders, ?self.local_position);
-                self.position_check_series.push(1);
-            } else {
-                self.position_check_series.push(0);
-            }
-
-            // self.position_check_series长度限制
-            if self.position_check_series.len() > 6 {
-                self.position_check_series.remove(0);
-            }
-
-            // 连续不符合判定
-            if self.position_check_series.iter().sum::<i8>() >= 6 {
-                let exit_msg = format!("{} 合约连续检查本地仓位和推算仓位不符合,退出。", self.params.account_name);
-                warn!(exit_msg);
-                self.exit_msg = exit_msg;
-                self.stop().await;
-            }
-        }
+        // if !self.exchange.contains("spot") {
+        //     let local_position_by_orders_pos = (self.local_position_by_orders.long_pos - self.local_position_by_orders.short_pos).abs();
+        //     let local_position_pos = (self.local_position.long_pos - self.local_position.short_pos).abs();
+        //
+        //     if local_position_by_orders_pos != local_position_pos {
+        //         warn!("{}发现仓位异常", self.params.account_name);
+        //         warn!(?self.local_position_by_orders, ?self.local_position);
+        //         self.position_check_series.push(1);
+        //     } else {
+        //         self.position_check_series.push(0);
+        //     }
+        //
+        //     // self.position_check_series长度限制
+        //     if self.position_check_series.len() > 6 {
+        //         self.position_check_series.remove(0);
+        //     }
+        //
+        //     // 连续不符合判定
+        //     if self.position_check_series.iter().sum::<i8>() >= 6 {
+        //         let exit_msg = format!("{} 合约连续检查本地仓位和推算仓位不符合,退出。", self.params.account_name);
+        //         warn!(exit_msg);
+        //         self.exit_msg = exit_msg;
+        //         self.stop().await;
+        //     }
+        // }
 
 
         // 下单异常风控
         // 下单异常风控
         if self.strategy.total_amount == Decimal::ZERO {
         if self.strategy.total_amount == Decimal::ZERO {