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更新 OffsetMakerEngine，调整多头和空头退出条件的阈值为 6，以优化交易策略的执行逻辑

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discountry
2025-09-24 03:09:53 +08:00
parent d2faffdeca
commit 9c45458507
1 changed files with 2 additions and 2 deletions
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src/core/offset-maker-engine.ts
+2 -2
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@@ -300,8 +300,8 @@ export class OffsetMakerEngine {
const absPosition = Math.abs(position.positionAmt); const absPosition = Math.abs(position.positionAmt);
if (absPosition < EPS) return false; if (absPosition < EPS) return false;
const longExitRequired = position.positionAmt > 0 && (buySum === 0 || buySum * 5 < sellSum); const longExitRequired = position.positionAmt > 0 && (buySum === 0 || buySum * 6 < sellSum);
const shortExitRequired = position.positionAmt < 0 && (sellSum === 0 || sellSum * 5 < buySum); const shortExitRequired = position.positionAmt < 0 && (sellSum === 0 || sellSum * 6 < buySum);
if (!longExitRequired && !shortExitRequired) return false; if (!longExitRequired && !shortExitRequired) return false;