一些指标图的更新

strategy/src/predictor.rs

@@ -410,12 +410,15 @@ impl Predictor {
         let total_amount_0: Decimal = self.trade_233_vec.deque.iter().map(|trade| trade.value).sum();
         let total_amount_1: Decimal = self.trade_0_vec.deque.iter().map(|trade| trade.value).sum();
 
-        let spread = if total_amount_0 + total_amount_1 == Decimal::ZERO {
-            Decimal::ZERO
+        let spread = if self.trade_price_long_vec.len() > 1 {
+            let front = self.trade_price_long_vec.deque.front().unwrap();
+            let back = self.trade_price_long_vec.deque.back().unwrap();
+
+            (back / front) - Decimal::ONE
         } else {
-            total_amount_0 / (total_amount_0 + total_amount_1)
+            Decimal::ZERO
         };
-        let spread_min = Self::DONT_VIEW;
+        let spread_min = (self.fair_price - self.mid_price) / self.mid_price;
         let spread_max = Self::DONT_VIEW;
         // let spread = self.price_times_avg;
         // let spread_max = self.fair_price_vec[1] / self.fair_price_vec[0];
@@ -426,13 +429,10 @@ impl Predictor {
         let sigma_square = self.params.open;
 
         let gamma = self.balance;
-        let kappa = if self.trade_price_long_vec.len() > 1 {
-            let front = self.trade_price_long_vec.deque.front().unwrap();
-            let back = self.trade_price_long_vec.deque.back().unwrap();
-
-            (back / front) - Decimal::ONE
-        } else {
+        let kappa = if total_amount_0 + total_amount_1 == Decimal::ZERO {
             Decimal::ZERO
+        } else {
+            total_amount_0 / (total_amount_0 + total_amount_1)
         };
 
         let flow_ratio = Decimal::ZERO;