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@@ -400,7 +400,7 @@ impl Strategy {
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let close = self.trade_close_dist;
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// 平仓相关
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- let close_avoid = min(dec!(0.0005), close * dec!(0.5));
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+ let close_avoid = dec!(0.0001);
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self.close_dist = vec![
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predictor.optimal_bid_price * (Decimal::ONE + close_avoid), // buy upper
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predictor.optimal_bid_price * (Decimal::ONE - close_avoid), // buy lower
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@@ -410,7 +410,7 @@ impl Strategy {
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// debug!(?mp, ?buy_start, ?sell_start, ?avoid, ?close_dist);
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// 开仓相关
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- let open_avoid = min(dec!(0.001), open * dec!(0.1));
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+ let open_avoid = dec!(0.0001);
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// 用于判断价格是否出界
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self.open_dist = vec![
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predictor.optimal_bid_price * (Decimal::ONE + open_avoid), // buy upper
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