波动率sigma。

src/msv.rs

@@ -187,7 +187,7 @@ pub fn generate_msv_by_trades(mut trades: Vec<Trade>, mills_back: Decimal, simpl
 
             sigma_index = sigma_index - 1;
         }
-        let sigma = if t_first == t_last {
+        let mut sigma = if t_first == t_last {
             if sigma_index + 100 > index {
                 Decimal::ZERO
             } else {
@@ -198,6 +198,7 @@ pub fn generate_msv_by_trades(mut trades: Vec<Trade>, mills_back: Decimal, simpl
             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;