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优化初始值问题,不太影响查看,无所谓。

skyffire 1 year ago
parent
commit
64d1cd127a
1 changed files with 7 additions and 1 deletions
  1. 7 1
      src/msv.rs

+ 7 - 1
src/msv.rs

@@ -232,7 +232,11 @@ pub fn generate_msv_by_trades(mut trades: Vec<Trade>, mills_back: Decimal, simpl
         let rst_size = if (max_size == Decimal::ZERO || min_size == Decimal::ONE_THOUSAND * Decimal::ONE_THOUSAND) && final_depth_data.len() > 0 {
             final_depth_data.last().unwrap()[1]
         } else {
-            (max_size + min_size) / Decimal::TWO
+            if (max_size == Decimal::ZERO || min_size == Decimal::ONE_THOUSAND * Decimal::ONE_THOUSAND) && simple_depths.len() > 0 {
+                simple_depths[0].size
+            } else {
+                (max_size + min_size) / Decimal::TWO
+            }
         };
         // 简易的深度数据处理
         final_depth_data.push(vec![index_timestamp, rst_size]);
@@ -291,6 +295,8 @@ pub fn parse_json_to_simple_depths(depths_json: Value) -> Vec<SimpleDepth> {
         let depth: SimpleDepth = SimpleDepth {
             time: Decimal::from_str(depth_json["time"].as_str().unwrap()).unwrap(),
             size: Decimal::from_str(depth_json["size"].as_str().unwrap()).unwrap(),
+            a1: Decimal::from_str(depth_json["a1"].as_str().unwrap()).unwrap(),
+            b1: Decimal::from_str(depth_json["b1"].as_str().unwrap()).unwrap(),
         };
 
         rst.insert(0, depth)