utils/buy_strategy_util.py
@@ -73,7 +73,7 @@ if val["num"] < min_num: continue buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data_v2(val, buyno_map) buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data_v2(data, buyno_map) if buy_index and start_index <= buy_index: cancel_count += 1 if buy_count == 0:
