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公平价格(仿真)以及它的ema,fix3

skyffire 10 maanden geleden
bovenliggende
commit
ac821fce3e
1 gewijzigde bestanden met toevoegingen van 5 en 8 verwijderingen
  1. 5 8
      src/msv.rs

+ 5 - 8
src/msv.rs

@@ -300,10 +300,10 @@ pub fn generate_msv_by_trades(mut trades: Vec<Trade>, mills_back: Decimal, simpl
                 max_msv_data = msv_d;
                 max_msv_qty_data = msv_qty_data;
                 max_epr_data = epr_d;
+                max_fair_d = fair_d;
+                max_fair_ema_d = fair_ema_d;
             }
             // fair_price
-            max_fair_d = fair_d;
-            max_fair_ema_d = fair_ema_d;
 
             // 下标步近
             msv_index = msv_index + 1;
@@ -362,9 +362,6 @@ pub fn generate_msv_by_trades(mut trades: Vec<Trade>, mills_back: Decimal, simpl
             final_epr_data.push(vec![index_timestamp, Decimal::ZERO]);
             final_volume_data.push(vec![index_timestamp, Decimal::ZERO]);
 
-            final_sigma_data.push(vec![index_timestamp, max_fair_d]);
-            final_sigma_ma_data.push(vec![index_timestamp, max_fair_ema_d]);
-
         // 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
         } else {
             final_msv_data.push(vec![index_timestamp, max_msv_data, max_msv_qty_data]);
@@ -373,11 +370,11 @@ pub fn generate_msv_by_trades(mut trades: Vec<Trade>, mills_back: Decimal, simpl
             let mut final_qty = max_msv_qty_data / Decimal::ONE_THOUSAND;
             final_qty.rescale(2);
             final_volume_data.push(vec![index_timestamp, final_qty]);
-
-            final_sigma_data.push(vec![index_timestamp, max_fair_d]);
-            final_sigma_ma_data.push(vec![index_timestamp, max_fair_ema_d]);
         }
 
+        final_sigma_data.push(vec![index_timestamp, max_fair_d]);
+        final_sigma_ma_data.push(vec![index_timestamp, max_fair_ema_d]);
+
         // ====================================== 时间步进处理 ======================================
         // 对时间进行步近
         index_timestamp = index_timestamp + step_timestamp;