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实验:self.spread_sma_1000 - self.spread_sma开单

skyfffire hai 10 meses
pai
achega
f2e65ca6ee
Modificáronse 1 ficheiros con 4 adicións e 2 borrados
  1. 4 2
      strategy/src/predictor.rs

+ 4 - 2
strategy/src/predictor.rs

@@ -344,8 +344,10 @@ impl Predictor {
             return;
         }
 
-        let is_open_long = self.spread_sma_1000 - self.spread_sma > self.params.open;
-        let is_open_short = self.spread_sma_1000 - self.spread_sma < self.params.open * Decimal::NEGATIVE_ONE;
+        // let is_open_long = self.spread_sma_1000 - self.spread_sma > self.params.open;
+        // let is_open_short = self.spread_sma_1000 - self.spread_sma < self.params.open * Decimal::NEGATIVE_ONE;
+        let is_open_short = self.spread_sma_1000 - self.spread_sma > self.params.open;
+        let is_open_long = self.spread_sma_1000 - self.spread_sma < self.params.open * Decimal::NEGATIVE_ONE;
         let is_close_long = self.inventory > Decimal::ZERO;
         let is_close_short = self.inventory < Decimal::ZERO;