| | |
|---|
| | | """ |
|---|
| | | try: |
|---|
| | | must_buy = cls.__MustBuyCodesManager.is_in_cache(code) |
|---|
| | | if buy_mode == OrderBeginPosInfo.MODE_RADICAL: |
|---|
| | | if buy_mode == OrderBeginPosInfo.MODE_RADICAL or True: |
|---|
| | | try: |
|---|
| | | human_rate = CancelRateHumanSettingManager().get_l_down(code) |
|---|
| | | if human_rate is None: |
|---|
| | |
|---|
| | | # 目标撤单比例大于大单撤单比例就取比例均值 |
|---|
| | | thresh_hold_rate = round((thresh_hold_rate + temp_thresh_hold_rate) / 2, 2) |
|---|
| | | l2_log.l_cancel_debug(code, |
|---|
| | | f"L后计算范围：{start_index}-{end_index},已撤单比例：{rate}/{thresh_hold_rate}, 下单位之后的索引：{after_place_order_index_dict}, 最大单-({max_num}，{max_num_count})") |
|---|
| | | f"L后计算范围：{start_index}-{end_index},已撤单比例：{rate}/{thresh_hold_rate}, 下单位之后的索引：{after_place_order_index_dict}, 最大单-({max_num}，{max_num_count}), 人为设置-{cancel_rate_info}") |
|---|
| | | if rate >= thresh_hold_rate: |
|---|
| | | canceled_indexes.sort() |
|---|
| | | l2_log.l_cancel_debug(code, f"L后撤单,撤单位置：{canceled_indexes[-1]}") |
|---|
