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移除时序,浮空就浮空把

skyffire hace 9 meses
padre
commit
a934f9b01c
Se han modificado 1 ficheros con 21 adiciones y 73 borrados
  1. 21 73
      strategy/src/predictor.rs

+ 21 - 73
strategy/src/predictor.rs

@@ -78,42 +78,12 @@ impl Predictor {
             let mut debugs: Vec<VecDeque<Option<Decimal>>> = vec![VecDeque::new(); len];
 
             while let Some(value) = rx.next().await {
-                // 获取插入下标
-                // 反向遍历 VecDeque
-                let mut insert_index = 0usize;
-                if debugs[0].len() > 0 {
-                    let mut j = debugs[0].len() - 1;
-                    loop {
-                        if debugs[0][j].unwrap() <= value[0] {
-                            insert_index = j + 1;
-                            break;
-                        }
-
-                        j = j - 1;
-                        if j == 0 {
-                            break;
-                        }
-                    }
-                }
-
                 // 数据填充到对应位置
                 for i in 0..len {
                     if value[i] == Self::DONT_VIEW {
-                        // 可能会遇见按时序插入的
-                        if debugs[i].len() > 0 && insert_index < debugs[i].len() {
-                            // 在合适的位置插入新元素
-                            debugs[i].insert(insert_index, None);
-                        } else {
-                            debugs[i].push_back(None);
-                        }
+                        debugs[i].push_back(None);
                     } else {
-                        // 可能会遇见按时序插入的
-                        if debugs[i].len() > 0 && insert_index < debugs[i].len() {
-                            // 在合适的位置插入新元素
-                            debugs[i].insert(insert_index, Some(value[i]));
-                        } else {
-                            debugs[i].push_back(Some(value[i]));
-                        }
+                        debugs[i].push_back(Some(value[i]));
                     }
                 }
 
@@ -423,47 +393,25 @@ impl Predictor {
         }
         let pos_avg_price = self.pos_avg_price;
 
-        if is_hard_update {
-            self.debug_sender.unbounded_send(vec![
-                now,
-                if pos_avg_price.is_zero() { mid_price } else { pos_avg_price },
-                Self::DONT_VIEW,
-                Self::DONT_VIEW,
-                Self::DONT_VIEW,
-                Self::DONT_VIEW,
-                Self::DONT_VIEW,
-                Self::DONT_VIEW,
-                Self::DONT_VIEW,
-                Self::DONT_VIEW,
-                inventory,
-                Self::DONT_VIEW,
-                Self::DONT_VIEW,
-                Self::DONT_VIEW,
-                Self::DONT_VIEW,
-                Self::DONT_VIEW,
-                pos_avg_price
-            ]).unwrap();
-        } else {
-            self.debug_sender.unbounded_send(vec![
-                now,
-                mid_price,
-                ask_price,
-                bid_price,
-                last_price,
-                spread,
-                spread_max,
-                spread_min,
-                optimal_ask_price,
-                optimal_bid_price,
-                inventory,
-                sigma_square,
-                gamma,
-                kappa,
-                flow_ratio,
-                fair_price,
-                pos_avg_price
-            ]).unwrap();
-        }
+        self.debug_sender.unbounded_send(vec![
+            now,
+            mid_price,
+            ask_price,
+            bid_price,
+            last_price,
+            spread,
+            spread_max,
+            spread_min,
+            optimal_ask_price,
+            optimal_bid_price,
+            inventory,
+            sigma_square,
+            gamma,
+            kappa,
+            flow_ratio,
+            fair_price,
+            pos_avg_price
+        ]).unwrap();
     }
 
     // #[instrument(skip(self, ref_ticker_map), level="TRACE")]