view calc_flow_ratio

strategy/src/avellaneda_stoikov.rs

@@ -393,9 +393,10 @@ impl AvellanedaStoikov {
         // 使用EMA來更新資金流，確保平滑性
         // let a = Decimal::TWO / dec!(50);
         if flow_out_value + flow_in_value > *min_volume {
-            // let now = (flow_in_value - flow_out_value) / (flow_out_value + flow_in_value);
+            let now = (flow_in_value - flow_out_value) / (flow_out_value + flow_in_value);
             // a * now + (Decimal::ONE - a) * prev_flow_ratio
-            Decimal::ONE_HUNDRED * flow_in_value / (flow_out_value + flow_in_value)
+            // Decimal::ONE_HUNDRED * flow_in_value / (flow_out_value + flow_in_value)
+            now
         } else {
             Decimal::ZERO
         }