价差数据修复一些细节问题。

src/msv.rs

@@ -190,6 +190,7 @@ pub fn generate_msv_by_trades(mut trades: Vec<Trade>, mills_back: Decimal, simpl
     } else {
         Decimal::ZERO
     };
+    let mid_price = (a1_first + b1_first) / Decimal::TWO;
 
     let mut index_timestamp = Decimal::from_i64(start_time).unwrap();
     let last_timestamp = Decimal::from_i64(end_time).unwrap();
@@ -268,8 +269,8 @@ pub fn generate_msv_by_trades(mut trades: Vec<Trade>, mills_back: Decimal, simpl
             } else {
                 let depth = &simple_depths[max_spread_index];
 
-                final_a1s_data.push(vec![index_timestamp, depth.a1 - a1_first]);
-                final_b1s_data.push(vec![index_timestamp, depth.b1 - b1_first]);
+                final_a1s_data.push(vec![index_timestamp, depth.a1 - mid_price]);
+                final_b1s_data.push(vec![index_timestamp, depth.b1 - mid_price]);
             }
         } else {
             final_a1s_data.push(vec![index_timestamp, Decimal::ZERO]);