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@@ -147,7 +147,7 @@ pub fn generate_msv_by_trades(mut trades: Vec<Trade>, mills_back: Decimal, simpl
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// 获取到range毫秒以后的预定价格,计算回去的幅度
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let mut future_ref_price_sum = trade.price;
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let mut future_ref_count = Decimal::ONE;
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- let mut future_range_index = index;
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+ let mut future_range_index = index + 1;
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loop {
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// 下标合法性判断
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if future_range_index >= trades.len() {
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@@ -158,12 +158,12 @@ pub fn generate_msv_by_trades(mut trades: Vec<Trade>, mills_back: Decimal, simpl
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let range_time = flag_trade.time - trade.time;
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// 判断该ticker是否是range ms以外
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- if range_time > mills_back && future_ref_count > Decimal::ONE {
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+ if range_time > mills_back && future_ref_count > Decimal::TEN {
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break;
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}
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- future_ref_price_sum += flag_trade.price;
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future_range_index += 1;
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+ future_ref_price_sum += flag_trade.price;
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future_ref_count += Decimal::ONE;
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}
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let future_ref_price = future_ref_price_sum / future_ref_count;
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