@@ -300,13 +300,10 @@ pub fn generate_msv_by_trades(mut trades: Vec<Trade>, mills_back: Decimal, simpl
max_msv_data = msv_d;
max_msv_qty_data = msv_qty_data;
max_epr_data = epr_d;
- max_fair_d = fair_d;
- max_fair_ema_d = fair_ema_d;
}
- // // 波动率sigma
- // if max_sigma_data.abs() < sigma_d {
- // max_sigma_data = sigma_d;
- // }
+ // fair_price
+ max_fair_d = fair_d;
+ max_fair_ema_d = fair_ema_d;
// 下标步近
msv_index = msv_index + 1;