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@@ -428,14 +428,14 @@ impl Predictor {
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let is_open_long = self.inventory.is_zero()
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&& self.fair_price > self.mid_price * (Decimal::ONE + self.params.open)
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&& self.trend_long_rate < dec!(-0.005)
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- && self.trend_short_rate < dec!(-0.001)
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- && self.fair_rate > dec!(0.001)
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+ && self.trend_short_rate < dec!(-0.0005)
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+ && self.fair_rate > dec!(0.0005)
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;
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let is_open_short = self.inventory.is_zero()
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&& self.fair_price < self.mid_price * (Decimal::ONE - self.params.open)
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&& self.trend_long_rate > dec!(0.005)
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- && self.trend_short_rate > dec!(0.001)
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- && self.fair_rate < dec!(-0.001)
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+ && self.trend_short_rate > dec!(0.0005)
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+ && self.fair_rate < dec!(-0.0005)
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;
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// 使信号有一定持续性
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