fix data generation

c9s · Jan 16, 2025 · 5f16b71 · 5f16b71
1 parent 733c097
commit 5f16b71
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Showing 2 changed files with 4 additions and 4 deletions.
diff --git a/config/sentinel.yaml b/config/sentinel.yaml
@@ -2,6 +2,7 @@ sessions:
   max:
     exchange: &exchange max
     envVarPrefix: max
+    publicOnly: true
 
 persistence:
   json:

diff --git a/pkg/strategy/sentinel/strategy.go b/pkg/strategy/sentinel/strategy.go
@@ -143,11 +143,10 @@ func (s *Strategy) extractVolumes(klines []types.KLine) floats.Slice {
 func (s *Strategy) generateSamples(volumes floats.Slice) [][]float64 {
 	samples := make([][]float64, 0, len(volumes))
 	for i := range volumes {
-		if i < s.Window {
-			continue
+		if i+s.Window > len(volumes) {
+			break
 		}
-
-		subset := volumes.Tail(s.Window)
+		subset := volumes[i : i+s.Window]
 
 		mean := subset.Mean()
 		std := subset.Std()