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