请问ubuntu下策略文件和对应的json文件都存放在哪里呢,十分感谢
if trading_multiplier > 0:
adjusted_bid_volume = floor_to(
leg_bid_volume / trading_multiplier,
self.min_volume
)
adjusted_ask_volume = floor_to(
leg_ask_volume / trading_multiplier,
self.min_volume
)
# 这里是不是错了???交易乘数是负的时候,价差买量应该要用腿的卖量计算?
else:
adjusted_bid_volume = floor_to(
leg_bid_volume / abs(trading_multiplier),
self.min_volume
)
adjusted_ask_volume = floor_to(
leg_ask_volume / abs(trading_multiplier),
self.min_volume
)
如上,当交易乘数是负数时,spread的一档买量不是应该用该腿的一档卖量进行换算?