v4.1.2: 出场条件优化，与时间和开仓价形成关联性

strategy/src/predictor.rs

@@ -500,16 +500,20 @@ impl Predictor {
         let now = Decimal::from(Utc::now().timestamp_millis());
 
         let is_close_long = self.inventory > Decimal::ZERO && (
-            // 硬止损
-            (self.profit < dec!(-0.01))
+            // 5分钟后收益率最大值在0.01以内但收益率超过0.0012
+            (now - self.prev_open_time > dec!(300_000) && self.profit > dec!(0.0012) && self.profit_high < dec!(0.01))
+            // 10分钟以后收益率还在0以下直接走
+            || (now - self.prev_open_time > dec!(600_000) && self.profit < dec!(0.0012))
             // 利润较大时，追踪止盈
-            || (self.profit > dec!(0.01) && self.profit < self.profit_high * dec!(0.75))
+            || (self.profit_high > dec!(0.01) && self.profit < self.profit_high * dec!(0.75))
         );
         let is_close_short = self.inventory < Decimal::ZERO && (
-            // 硬止损
-            (self.profit < dec!(-0.01))
+            // 5分钟后收益率最大值在0.01以内但收益率超过0.0012
+            (now - self.prev_open_time > dec!(300_000) && self.profit > dec!(0.0012) && self.profit_high < dec!(0.01))
+            // 10分钟以后收益率还在0以下直接走
+            || (now - self.prev_open_time > dec!(600_000) && self.profit < dec!(0.0012))
             // 利润较大时，追踪止盈
-            || (self.profit > dec!(0.01) && self.profit < self.profit_high * dec!(0.75))
+            || (self.profit_high > dec!(0.01) && self.profit < self.profit_high * dec!(0.75))
         );
 
         let is_open_long = self.inventory.is_zero()
@@ -539,9 +543,9 @@ impl Predictor {
             self.trade_condition_time = now;
         }
 
-        // 开仓信号要过期，只保留2秒
+        // 开仓信号要过期，只保留60秒
         if (self.trade_condition == dec!(3) || self.trade_condition == dec!(4))
-            && now - self.trade_condition_time > dec!(2_000) {
+            && now - self.trade_condition_time > dec!(60_000) {
             self.trade_condition = Decimal::ZERO;
         }
 
@@ -567,13 +571,13 @@ impl Predictor {
             self.bid_delta = dec!(0);
             self.ask_delta = dec!(-2);
 
-            self.optimal_bid_price = max(self.fair_price, self.mid_price) * dec!(1.005);
+            self.optimal_bid_price = self.fair_price;
             self.optimal_ask_price = Self::DONT_VIEW;
         } else if self.trade_condition == dec!(4) {
             self.ask_delta = dec!(0);
             self.bid_delta = dec!(-2);
 
-            self.optimal_ask_price = min(self.fair_price, self.mid_price) * dec!(0.995);
+            self.optimal_ask_price = self.fair_price;
             self.optimal_bid_price = Self::DONT_VIEW;
         }