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修复spread问题

skyffire 9 months ago
parent
commit
915e51bba6
1 changed files with 4 additions and 4 deletions
  1. 4 4
      strategy/src/predictor.rs

+ 4 - 4
strategy/src/predictor.rs

@@ -326,17 +326,17 @@ impl Predictor {
 
         // 开仓信号处理
         let mut signal = Decimal::ZERO;
-        for fair_price_std in &self.fair_price_std_vec {
+        for (i, fair_price_std) in self.fair_price_std_vec.iter().enumerate() {
             if fair_price_std.is_zero() {
                 return;
             }
 
-            self.spread_vec[index] = fair_price_std - self.mid_price;
+            self.spread_vec[i] = fair_price_std - self.mid_price;
 
-            if self.spread_vec[index] > self.params.min_spread {
+            if self.spread_vec[i] > self.params.min_spread {
                 signal = signal + Decimal::ONE;
             }
-            if self.spread_vec[index] < -self.params.min_spread {
+            if self.spread_vec[i] < -self.params.min_spread {
                 signal = signal - Decimal::ONE;
             }
         }