恢复v4.1.2

strategy/src/predictor.rs

@@ -256,7 +256,7 @@ impl Predictor {
                     let mut i = len - 1;
                     let mut sum: Decimal = Decimal::ZERO;
                     loop {
-                        sum = self.close_price_vec.get(i).unwrap().close;
+                        sum += self.close_price_vec.get(i).unwrap().close;
 
                         if i == len - 10 {
                             break
@@ -265,7 +265,7 @@ impl Predictor {
                         i = i - 1;
                     }
 
-                    mean_10s = sum;
+                    mean_10s = sum / Decimal::from(10);
                     self.r_short = (self.mid_price - mean_10s) / mean_10s;
                     self.r_short.rescale(8);
                 } else {
@@ -520,7 +520,7 @@ impl Predictor {
             && self.fair_price > self.mid_price * dec!(1.0002)
             && self.r_short < -self.params.open
             // && self.trend < dec!(0.999)
-            // && self.speed < dec!(0.1)
+            && self.speed < dec!(0.1)
         ;
 
         let is_open_short = self.inventory.is_zero()