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不要fair平仓了

skyffire 8 mēneši atpakaļ
vecāks
revīzija
c8baa17ed6
1 mainītis faili ar 2 papildinājumiem un 6 dzēšanām
  1. 2 6
      strategy/src/predictor.rs

+ 2 - 6
strategy/src/predictor.rs

@@ -386,17 +386,13 @@ impl Predictor {
 
         let is_close_long = self.inventory > Decimal::ZERO && (
             // 反转平仓1
-            (self.fair_price < self.mid_price * (Decimal::ONE - self.params.close))
-            // 反转平仓2
-            || (self.trend_rate > self.params.open * dec!(7))
+            (self.trend_rate > self.params.open * dec!(7))
             // 达到最大持仓时间还未盈利就平仓
             || (now - self.prev_open_time > is_holding_time_over && self.mid_price < self.pos_avg_price)
         );
         let is_close_short = self.inventory < Decimal::ZERO && (
             // 反转平仓1
-            (self.fair_price > self.mid_price * (Decimal::ONE + self.params.close))
-            // 反转平仓2
-            || (self.trend_rate < self.params.open * dec!(-7))
+            (self.trend_rate < self.params.open * dec!(-7))
             // 达到最大持仓时间还未盈利就平仓
             || (now - self.prev_open_time > is_holding_time_over && self.mid_price > self.pos_avg_price)
         );