l2/cancel_buy_strategy.py
@@ -493,6 +493,10 @@ start_compute_index = transaction_index + 1 # max(transaction_index + 1, start_compute_index) total_datas = local_today_datas.get(code) # h撤计算必须超过5s if tool.trade_time_sub(total_datas[-1]["val"]["time"], total_datas[buy_single_index]["val"]) < 5: l2_log.h_cancel_debug(code, "5s内囊括计算H撤") return # -----------------计算H上------------------- watch_indexes_up = set() for i in range(real_place_order_index - 1, start_compute_index + 1, -1):
