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gamma调整

skyffire 1 year ago
parent
commit
9f2f7242f1
1 changed files with 1 additions and 1 deletions
  1. 1 1
      kappa/data_processing.py

+ 1 - 1
kappa/data_processing.py

@@ -258,7 +258,7 @@ def process_depth_data():
     sigma_squared = calculate_sigma_squared(S_values, order_book_timestamps)
 
     # ========================== 计算 δ^a + δ^b ==========================
-    gamma = 1.0
+    gamma = 0.5
     T_minus_t = 1.0
     delta_sum = calculate_delta_sum(gamma, sigma_squared, T_minus_t, k_initial)
     logger.info(f"δ^a + δ^b: {delta_sum}")