@@ -158,7 +158,7 @@ pub fn generate_msv_by_trades(mut trades: Vec<Trade>, mills_back: Decimal, simpl
let range_time = flag_trade.time - trade.time;
// 判断该ticker是否是range ms以外
- if range_time > mills_back {
+ if range_time > mills_back && future_ref_count > Decimal::ONE {
break;
}
future_ref_price_sum += flag_trade.price;