修复sigma计算不准确的bug。

src/msv.rs

@@ -6,6 +6,7 @@ use rust_decimal::Decimal;
 use rust_decimal::prelude::{FromPrimitive, ToPrimitive};
 use rust_decimal_macros::dec;
 use serde_json::{json, Value};
+use tracing::info;
 use crate::db_connector::{get_simple_depths_json, get_trades_json};
 use crate::params_utils::{get_str, parse_str_to_decimal};
 use crate::server::{Response, SimpleDepth, Trade};
@@ -183,26 +184,26 @@ pub fn generate_msv_by_trades(mut trades: Vec<Trade>, mills_back: Decimal, simpl
 
             // 计算差值
             let diff = Decimal::ONE - flag_trade.price / next_trade.price;
-            total_right += diff * diff;
+            total_right += diff.abs();
 
             sigma_index = sigma_index - 1;
         }
-        let mut sigma = if t_first == t_last {
-            if sigma_index + 100 > index {
-                Decimal::ZERO
-            } else {
+        let mut sigma = if sigma_index + 100 > index {
+            Decimal::ZERO
+        } else {
+            if t_first == t_last {
                 let time_diff = dec!(0.001);
-                (Decimal::ONE / time_diff) + total_right
+                (Decimal::ONE / time_diff) * total_right
+            } else {
+                let time_diff = (t_last - t_first) / Decimal::ONE_THOUSAND;
+                (Decimal::ONE / time_diff) * total_right
             }
-        } else {
-            let time_diff = (t_last - t_first) / Decimal::ONE_THOUSAND;
-            (Decimal::ONE / time_diff) + total_right
         };
         sigma.rescale(6);
         sigma_data.push(vec![trade.time, sigma]);
 
-        let last_price = trade.price;
         // ==================== 波动逻辑计算 ====================
+        let last_price = trade.price;
         let mut rate = Decimal::ONE_HUNDRED * (last_price - ref_price) / ref_price;
         rate.rescale(2);
         // 去除小数位之后，可以忽略一些太小的波动，减少图表生成压力
@@ -288,11 +289,11 @@ 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;
-            }
-            // 波动率sigma
-            if max_sigma_data.abs() < sigma_d {
                 max_sigma_data = sigma_d;
             }
+            // // 波动率sigma
+            // if max_sigma_data.abs() < sigma_d {
+            // }
             // 下标步近
             msv_index = msv_index + 1;
         }
@@ -350,7 +351,13 @@ 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]);
 
-        // 说明在这个时间范围内是有数据存在的，将推动行情的流动性放入副图
+            if final_sigma_data.len() > 0 {
+                final_sigma_data.push(final_sigma_data[final_sigma_data.len() - 1].clone());
+            } else {
+                final_sigma_data.push(vec![index_timestamp, Decimal::ZERO]);
+            }
+
+        // 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]);
             final_epr_data.push(vec![index_timestamp, max_epr_data]);
@@ -358,8 +365,9 @@ 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_sigma_data]);
         }
-        final_sigma_data.push(vec![index_timestamp, max_sigma_data]);
 
         // ====================================== 时间步进处理 ======================================
         // 对时间进行步近