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skyffire 9 月之前
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共有 1 個文件被更改,包括 3 次插入0 次删除
  1. 3 0
      strategy/src/predictor.rs

+ 3 - 0
strategy/src/predictor.rs

@@ -563,11 +563,13 @@ impl Predictor {
             && (self.mid_price < self.prev_trade_price * dec!(0.999) || self.prev_trade_price.is_zero())
             && self.inventory < self.params.grid
             && self.volume_decay > dec!(0.2)
+            && false
             && self.bid_delta == dec!(-2);
         let is_open_short = self.force_order_value > self.params.open
             && (self.mid_price > self.prev_trade_price * dec!(1.001) || self.prev_trade_price.is_zero())
             && self.inventory > -self.params.grid
             && self.volume_decay > dec!(0.2)
+            && false
             && self.ask_delta == dec!(-2);
 
         if is_open_long {
@@ -671,6 +673,7 @@ impl Predictor {
         let sigma_square = Decimal::from(self.state);
 
         let gamma = self.force_order_value;
+        self.force_order_value = Decimal::ZERO;
         let kappa = self.balance;
 
         let flow_ratio = Decimal::ZERO;