只看波动率呢

src/symbol_filter.rs

@@ -69,36 +69,16 @@ fn calc_volatility_div_price_diff(records: Value) -> Decimal {
         return Decimal::ZERO
     }
 
-    // let first_record = records_array[records_array.len() - 1].clone();
-    // let last_record = records_array[0].clone();
-    // let open = Decimal::from_str(first_record["open"].as_str().unwrap().to_string().as_str()).unwrap();
-    // let close = Decimal::from_str(last_record["close"].as_str().unwrap().to_string().as_str()).unwrap();
-
-    // let price_diff = (Decimal::ONE_HUNDRED * (close - open) / open).abs();
     let mut volatility = Decimal::ZERO;
-    let mut up = Decimal::ZERO;
-    let mut down = Decimal::ZERO;
     for record in records_array {
         let record_high = Decimal::from_str(record["high"].as_str().unwrap().to_string().as_str()).unwrap();
         let record_low = Decimal::from_str(record["low"].as_str().unwrap().to_string().as_str()).unwrap();
-        let record_open = Decimal::from_str(record["open"].as_str().unwrap().to_string().as_str()).unwrap();
-        let record_close = Decimal::from_str(record["close"].as_str().unwrap().to_string().as_str()).unwrap();
         let mid = (record_high + record_low) / Decimal::TWO;
 
         volatility += Decimal::ONE_HUNDRED * (record_high - record_low) / mid;
-        if record_close > record_open {
-            up += Decimal::ONE
-        } else if record_close < record_open {
-            down += Decimal::ONE
-        }
     }
 
-    let up_down_diff = (up - down).abs();
-    let mut vdpd = if up_down_diff.is_zero() {
-        Decimal::TWO * volatility
-    } else {
-        (Decimal::ONE / up_down_diff) * volatility
-    };
+    let mut vdpd = volatility;
     vdpd.rescale(6);
 
     return vdpd;