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@@ -402,11 +402,11 @@ impl Predictor {
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let optimal_ask_price = self.optimal_ask_price;
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let optimal_bid_price = self.optimal_bid_price;
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let last_price = Self::DONT_VIEW;
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- let fair_price = Self::DONT_VIEW;
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+ let fair_price = self.fair_price;
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- let spread = self.fair_price_vec[0] / self.mid_price;
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+ let spread = self.fair_price_vec[0] / self.mid_price - self.price_avg_times_vec[0];
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let spread_min = self.signal;
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- let spread_max = Self::DONT_VIEW;
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+ let spread_max = self.fair_price_vec[0] / self.mid_price - self.price_avg_times_long_vec[0];
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// let spread = self.price_times_avg;
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// let spread_max = self.fair_price_vec[1] / self.fair_price_vec[0];
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// let spread_min = self.fair_price / self.mid_price;
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