使用更标准的资金流公式。

strategy/src/avellaneda_stoikov.rs

@@ -358,17 +358,17 @@ impl AvellanedaStoikov {
             let prev_trade_iter = trades.deque.get(index - 1).unwrap();
             let trade = trade_iter;
             if trade.price > prev_trade_iter.price {
-                flow_in_value += trade.value * (prev_trade_iter.price - trade.price).abs();
+                flow_in_value += trade.value;
                 // flow_in_value += Decimal::ONE;
             } else if trade.price < prev_trade_iter.price {
-                flow_out_value += trade.value * (prev_trade_iter.price - trade.price).abs();
+                flow_out_value += trade.value;
                 // flow_out_value += Decimal::ONE;
             } else {
-                // if trade.size > Decimal::ZERO {
-                //     flow_in_value += trade.value;
-                // } else {
-                //     flow_out_value += trade.value;
-                // }
+                if trade.size > Decimal::ZERO {
+                    flow_in_value += trade.value;
+                } else {
+                    flow_out_value += trade.value;
+                }
             }
 
             // if trade_iter.size > Decimal::ZERO {