cancel_strategy/s_l_h_cancel_strategy.py
@@ -618,7 +618,7 @@ # if deal_big_order_info and deal_big_order_info[5] > 5000e4: # temp_rate = round(deal_big_order_info[1] / deal_big_order_info[5], 2) # threshold_rate = min(max(temp_rate, 0.3), 0.7) volume_rate = code_volumn_manager.CodeVolumeManager().get_volume_rate(code) volume_rate = code_volumn_manager.CodeVolumeManager().get_volume_rate(code)*0.9 threshold_rate = min(max(volume_rate, 0.3), 0.6) except: pass
