修复ma读取问题

strategy/src/predictor.rs

@@ -37,7 +37,7 @@ pub struct Predictor {
     pub fair_price: Decimal,
     pub last_price: Decimal,                                                    // 最后成交价
     pub ma_30: Decimal,
-    pub ma_200: Decimal,
+    pub ma_500: Decimal,
     pub trend_rate: Decimal,
 
     pub optimal_ask_price: Decimal,                                             // 卖出挂单价
@@ -173,7 +173,7 @@ impl Predictor {
             last_price: Default::default(),
 
             ma_30: Default::default(),
-            ma_200: Default::default(),
+            ma_500: Default::default(),
             trend_rate: Default::default(),
 
             optimal_ask_price: Self::DONT_VIEW,
@@ -327,12 +327,12 @@ impl Predictor {
             }
         }
 
-        if self.record_vec.len() > 200 {
+        if self.record_vec.len() > 500 {
             self.record_vec.pop_front();
         }
 
-        // 计算ma30与ma200
-        if self.record_vec.len() == 200 {
+        // 计算ma30与ma500
+        if self.record_vec.len() == 500 && !self.mid_price.is_zero() {
             let len = self.record_vec.len();
             // ma200
             let mut i = len - 1;
@@ -346,7 +346,7 @@ impl Predictor {
 
                 i = i - 1;
             }
-            self.ma_200 = sum / Decimal::from(200);
+            self.ma_500 = sum / Decimal::from(500);
             // ma30
             let mut i = len - 1;
             let mut sum: Decimal = Decimal::ZERO;
@@ -362,9 +362,9 @@ impl Predictor {
             self.ma_30 = sum / Decimal::from(30);
 
             self.ma_30.rescale(self.mid_price.scale());
-            self.ma_200.rescale(self.mid_price.scale());
+            self.ma_500.rescale(self.mid_price.scale());
 
-            self.trend_rate = self.ma_30 / self.ma_200;
+            self.trend_rate = self.ma_30 / self.ma_500;
             self.trend_rate.rescale(8);
         }
     }
@@ -604,6 +604,14 @@ impl Predictor {
             return;
         }
 
+        if self.ma_500.is_zero() {
+            return;
+        }
+
+        if self.ma_30.is_zero() {
+            return;
+        }
+
         if self.record_vec.len() < 200 {
             return;
         }
@@ -696,7 +704,7 @@ impl Predictor {
 
         let spread = self.mid_price;
         let spread_max = self.ma_30;
-        let spread_min = self.ma_200;
+        let spread_min = self.ma_500;
         // let spread = self.price_times_avg;
         // let spread_max = self.fair_price_vec[1] / self.fair_price_vec[0];
         // let spread_min = self.fair_price / self.mid_price;