开平仓调整

strategy/src/predictor.rs

@@ -390,18 +390,18 @@ impl Predictor {
 
         let is_close_long = self.inventory > Decimal::ZERO && (
             // 反转平仓1
-            (self.trend_rate > self.params.open * dec!(7))
+            (self.trend_rate > dec!(0.01))
             // 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.trend_rate < self.params.open * dec!(-7))
+            (self.trend_rate < dec!(-0.01))
             // 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_open_long = self.fair_price > self.mid_price * (Decimal::ONE + self.params.open) && self.trend_rate < self.params.open * dec!(-7);
-        let is_open_short = self.fair_price < self.mid_price * (Decimal::ONE - self.params.open) && self.trend_rate > self.params.open * dec!(7);
+        let is_open_long = self.fair_price > self.mid_price * (Decimal::ONE + self.params.open) && self.trend_rate < dec!(-0.01);
+        let is_open_short = self.fair_price < self.mid_price * (Decimal::ONE - self.params.open) && self.trend_rate > dec!(0.01);
 
         // 使信号有一定持续性
         if is_close_long {