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@@ -300,10 +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_qty_data = msv_qty_data;
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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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// 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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msv_index = msv_index + 1;
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@@ -362,9 +362,6 @@ pub fn generate_msv_by_trades(mut trades: Vec<Trade>, mills_back: Decimal, simpl
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final_epr_data.push(vec![index_timestamp, Decimal::ZERO]);
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final_volume_data.push(vec![index_timestamp, Decimal::ZERO]);
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- final_sigma_data.push(vec![index_timestamp, max_fair_d]);
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- final_sigma_ma_data.push(vec![index_timestamp, max_fair_ema_d]);
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-
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// 说明在这个时间范围内是有数据存在的,将各类副图放置完全
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} else {
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final_msv_data.push(vec![index_timestamp, max_msv_data, max_msv_qty_data]);
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@@ -373,11 +370,11 @@ pub fn generate_msv_by_trades(mut trades: Vec<Trade>, mills_back: Decimal, simpl
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let mut final_qty = max_msv_qty_data / Decimal::ONE_THOUSAND;
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final_qty.rescale(2);
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final_volume_data.push(vec![index_timestamp, final_qty]);
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-
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- final_sigma_data.push(vec![index_timestamp, max_fair_d]);
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- final_sigma_ma_data.push(vec![index_timestamp, max_fair_ema_d]);
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}
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+ final_sigma_data.push(vec![index_timestamp, max_fair_d]);
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+ final_sigma_ma_data.push(vec![index_timestamp, max_fair_ema_d]);
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+
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// ====================================== 时间步进处理 ======================================
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// 对时间进行步近
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index_timestamp = index_timestamp + step_timestamp;
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