delta信号

strategy/src/predictor.rs

@@ -653,7 +653,11 @@ impl Predictor {
 
         let gamma = self.fair_rate_focus_open;
 
-        let kappa = Decimal::ZERO;
+        let kappa = if self.trade_short_vec.deque.iter().map(|item| item.size).sum() > Decimal::ZERO {
+            Decimal::ONE
+        } else {
+            Decimal::ZERO
+        };
 
         let flow_ratio = Decimal::ZERO;