干扰平仓可选

strategy/src/predictor.rs

@@ -397,37 +397,35 @@ impl Predictor {
                 // 多单平仓逻辑
                 if self.inventory > Decimal::ZERO && self.spread_ema_1000 < Decimal::ZERO {
                     // 是否强干扰平仓
-                    let target_price = if self.params.is_strong_interfere {
-                        self.pos_avg_price + self.params.open_activate * self.mid_price * self.t_diff * dec!(0.5)
+                    if self.params.is_strong_interfere {
+                        if self.mid_price > self.pos_avg_price {
+                            self.fair_rate_focus_close = self.spread_ema_1000;
+                            self.fair_price_focus_close = self.fair_price;
+                        } else if self.t_diff.is_zero() {
+                            self.fair_rate_focus_close = self.spread_ema_1000;
+                            self.fair_price_focus_close = self.fair_price;
+                        }
                     } else {
-                        self.pos_avg_price
-                    };
-
-                    if self.mid_price > target_price {
-                        self.fair_rate_focus_close = self.spread_ema_1000;
-                        self.fair_price_focus_close = self.fair_price;
-                    } else if self.t_diff.is_zero() {
                         self.fair_rate_focus_close = self.spread_ema_1000;
                         self.fair_price_focus_close = self.fair_price;
-                    }
+                    };
                 }
 
                 // 空单平仓逻辑
                 if self.inventory < Decimal::ZERO && self.spread_ema_1000 > Decimal::ZERO {
                     // 是否强干扰平仓
-                    let target_price = if self.params.is_strong_interfere {
-                        self.pos_avg_price - self.params.open_activate * self.mid_price * self.t_diff * dec!(0.5)
+                    if self.params.is_strong_interfere {
+                        if self.mid_price < self.pos_avg_price {
+                            self.fair_rate_focus_close = self.spread_ema_1000;
+                            self.fair_price_focus_close = self.fair_price;
+                        } else if self.t_diff.is_zero() {
+                            self.fair_rate_focus_close = self.spread_ema_1000;
+                            self.fair_price_focus_close = self.fair_price;
+                        }
                     } else {
-                        self.pos_avg_price
-                    };
-
-                    if self.mid_price < target_price {
-                        self.fair_rate_focus_close = self.spread_ema_1000;
-                        self.fair_price_focus_close = self.fair_price;
-                    } else if self.t_diff.is_zero() {
                         self.fair_rate_focus_close = self.spread_ema_1000;
                         self.fair_price_focus_close = self.fair_price;
-                    }
+                    };
                 }
             }
         }