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Fix calc bug of target_profit_percent

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This commit is contained in:
Sik Yoon 2023-08-15 15:15:25 +09:00
parent d05a8fb579
commit e01e7ce6f4
1 changed files with 7 additions and 2 deletions
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9
src/coex/order_team.rs
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@ -535,7 +535,12 @@ pub async fn monitoring_filled_buy_order(
// let target_profit_percent = average_amplitude + (standard_deviation_amplitude * (average_ratio_amp_body));
let target_profit_percent = |multiplier: f64| -> f64 {
((average_amplitude / 2.0) * multiplier) + (standard_deviation_amplitude * 2.0) // 2.0 sigma (recommand: 0.5 ~ 2.0(patient & greedy))
if multiplier < 0.0 {
((average_amplitude / 2.0) * multiplier) - (standard_deviation_amplitude * 2.0) // 2.0 sigma (recommand: 0.5 ~ 2.0(patient & greedy))
} else {
((average_amplitude / 2.0) * multiplier) + (standard_deviation_amplitude * 2.0) // 2.0 sigma (recommand: 0.5 ~ 2.0(patient & greedy))
}
};
@ -577,7 +582,7 @@ pub async fn monitoring_filled_buy_order(
target_profit_percent(0.2)
);
is_sell = true;
} else if server_epoch - element.close_time > 12_600_000 // 30min * 7
} else if server_epoch - element.close_time > (1_800) * 10 // 30min * 10
{
println!(
"selling {} due to time up {:.3}",