扫入策略修改

Administrator

2024-10-22 3be964f68aab1128f6a96894a92e73130b516d97

 cancel_strategy/s_l_h_cancel_strategy.py

@@ -565,14 +565,18 @@

    # 获取撤单比例,返回（撤单比例,是否必买）
    @classmethod
    def get_cancel_rate(cls, code, buy_exec_time, is_up=False, is_l_down_recomputed=False):
    def get_cancel_rate(cls, code, buy_exec_time, is_up=False, is_l_down_recomputed=False, buy_mode = None):
        try:
            must_buy = cls.__MustBuyCodesManager.is_in_cache(code)
            if must_buy:
                if is_up:
                    return constant.L_CANCEL_RATE_UP_WITH_MUST_BUY, True
                if buy_mode == OrderBeginPosInfo.MODE_RADICAL:
                    # 扫入的化撤单比例调整为80%
                    return constant.L_CANCEL_RATE_WITH_MUST_BUY_FOR_REDICAL_BUY, True
                else:
                    return constant.L_CANCEL_RATE_WITH_MUST_BUY, True
                    if is_up:
                        return constant.L_CANCEL_RATE_UP_WITH_MUST_BUY, True
                    else:
                        return constant.L_CANCEL_RATE_WITH_MUST_BUY, True
        except Exception as e:
            async_log_util.error(logger_l2_l_cancel, str(e))