 skyffire
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654b8b1597
v4.0.6: 过滤条件更新，希望减少被逆向选择的次数。
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9 months ago |
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skyffire
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e7862b1202
dec!(0.001)
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9 months ago |
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skyffire
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e3f7d7ec91
std
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9 months ago |
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skyffire
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22ed410ae0
gamma调整
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9 months ago |
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skyffire
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ae43c47832
修复行情过慢导致的定价异常问题。
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9 months ago |
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skyffire
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9bcb22f634
fp算法改变
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9 months ago |
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skyffire
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a544caf9af
let index = (vec.len() * 98) / 100;
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9 months ago |
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skyffire
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3c00a0bc0c
显示f0和f1
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9 months ago |
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skyffire
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6b7201b1d6
修正一些问题
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9 months ago |
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skyffire
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4ffe60010d
排序后获取大约3/4位置的值。不用最大值去挂单。
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9 months ago |
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skyffire
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8258d21dbe
修复价差识别bug。
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9 months ago |
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skyffire
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8e9ffebe57
修复价差识别bug。
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9 months ago |
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skyffire
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04e5c4ec24
恢复之前用signal挂单的
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9 months ago |
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skyffire
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fadcbdfffc
v4.0.4: 用价差挂单
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9 months ago |
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skyffire
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d47e35c305
一些指标图的更新
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9 months ago |
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skyffire
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3ab6cb5960
不看signal开仓（一直挂单）
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9 months ago |
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skyffire
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ff13e119af
修复index识别问题
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9 months ago |
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skyffire
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ba2b566671
做市所与参考所的交易量比值
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9 months ago |
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skyffire
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a15b020617
观察最近10分钟内的涨跌幅
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9 months ago |
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skyffire
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6605c47e6a
新增最小挂单距离的参数。
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9 months ago |
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skyffire
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d1ae2bd442
撤单逻辑改的与as一样。
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9 months ago |
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skyffire
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b97f1d679e
1. 开放挂单
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9 months ago |
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skyffire
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e8ab47178d
顺序
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9 months ago |
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skyffire
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ac1cfa1089
观察
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9 months ago |
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skyffire
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2d393b8836
观察
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9 months ago |
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skyffire
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45061d27e0
v4.0.2: 使用价差扩大、缩小数据开平仓。
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9 months ago |
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skyffire
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83f7fa71be
long与short
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9 months ago |
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skyffire
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285939dd9d
打包同时观察多个pair
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9 months ago |
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skyffire
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0d7165ec0f
观察，再观察。
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9 months ago |
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skyffire
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ac122793d9
price_avg_times_vec
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9 months ago |
