Administrator
2023-09-25 23b133340079a85fd831c7cb2f407b88e3013550
l2/cancel_buy_strategy.py
@@ -909,10 +909,10 @@
                                                                                                      total_data,
                                                                                                      _local_today_num_operate_map)
                canceled_count += total_data[wi]["re"] - left_count
                if wi == watch_indexes_list[-1] and left_count == 0:
                    # 离下单位置最近的一个撤单,必须触发撤单
                    l2_log.l_cancel_debug(code, f"计算范围:{start_index}-{end_index},临近撤单:{wi}")
                    return True, total_data[-1]
                # if wi == watch_indexes_list[-1] and left_count == 0:
                #     # 离下单位置最近的一个撤单,必须触发撤单
                #     l2_log.l_cancel_debug(code, f"计算范围:{start_index}-{end_index},临近撤单:{wi}")
                #     return True, total_data[-1]
            rate = round(canceled_count / total_count, 3)
            l2_log.l_cancel_debug(code, f"计算范围:{start_index}-{end_index},已撤单比例:{rate}")