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@@ -152,7 +152,7 @@ pub fn generate_msv_by_trades(mut trades: Vec<Trade>, mills_back: Decimal, simpl
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break;
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}
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- let flag_trade = trades.get(range_index).unwrap();
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+ let flag_trade = trades.get(future_range_index).unwrap();
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let range_time = flag_trade.time - trade.time;
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// 判断该ticker是否是range ms以外
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@@ -242,16 +242,16 @@ pub fn generate_msv_by_trades(mut trades: Vec<Trade>, mills_back: Decimal, simpl
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// -------------- 大小判断，取值
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let msv_d = msv_data[msv_index][1];
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let msv_qty_data = msv_data[msv_index][2];
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- let epr_data = msv_data[msv_index][2];
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+ let epr_d = epr_data[msv_index][1];
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// msv波动数据
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if max_msv_data.abs() < msv_d.abs() {
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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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}
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- // epr数据
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- if max_epr_data.abs() < epr_data.abs() {
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- max_epr_data = epr_data;
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- }
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+ // // epr数据
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+ // if max_epr_data.abs() < epr_d.abs() {
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+ // }
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// 下标步近
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msv_index = msv_index + 1;
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}
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@@ -334,7 +334,7 @@ pub fn generate_msv_by_trades(mut trades: Vec<Trade>, mills_back: Decimal, simpl
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json!({
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"msv": final_msv_data,
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"liqs": final_volume_data,
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- "epr": final_epr_data,
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+ "eprs": final_epr_data,
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"total_size": total_size,
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"result_size": result_size,
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})
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