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self.params.open

skyffire 9 months ago
parent
commit
e744f989a0
1 changed files with 1 additions and 1 deletions
  1. 1 1
      strategy/src/predictor.rs

+ 1 - 1
strategy/src/predictor.rs

@@ -490,7 +490,7 @@ impl Predictor {
         let sigma_square = now - data_time;
 
         let gamma = self.balance;
-        let kappa = self.fitting_delay;
+        let kappa = self.params.open;
 
         let flow_ratio = Decimal::ZERO;