trade/l2_trade_factor.py
@@ -254,10 +254,12 @@ # 获取撤销比例 @staticmethod def get_cancel_rate(volume_rate_index): rates = [0.35, 0.45, 0.55, 0.65, 0.65, 0.75, 0.75, 0.75] if volume_rate_index >= len(rates): volume_rate_index = -1 return rates[volume_rate_index] # 暂时固定死 # rates = [0.35, 0.45, 0.55, 0.65, 0.65, 0.75, 0.75, 0.75] # if volume_rate_index >= len(rates): # volume_rate_index = -1 # return rates[volume_rate_index] return 0.89 class L2TradeFactorUtil:
