ema 50

strategy/src/avellaneda_stoikov.rs

@@ -312,7 +312,7 @@ impl AvellanedaStoikov {
     pub fn update_flow_ratio(&mut self) {
         if self.flow_out_value + self.flow_in_value > dec!(100_000) {
             // 使用EMA來更新資金流，確保平滑性
-            let a = Decimal::TWO / Decimal::TEN;
+            let a = Decimal::TWO / dec!(50);
             let now = (self.flow_in_value - self.flow_out_value) / (self.flow_out_value + self.flow_in_value);
             self.flow_ratio = a * now + (Decimal::ONE - a) * self.flow_ratio;
             self.flow_ratio_vec.push_back(self.flow_ratio);