Administrator
2024-01-24 6ed8f7145cd2dc0a8e7f94727c77f3fc8873fce7
l2/l2_data_manager_new.py
@@ -1622,6 +1622,11 @@
        # 最大间隔时间ms
        max_space_time_ms = cls.__l2PlaceOrderParamsManagerDict[code].get_time_range() * 1000
        # 如果大单含有率大于50%,则时间囊括范围提高到3s
        if max_num_set and origin_count:
            if len(max_num_set)/origin_count > 0.5:
                max_space_time_ms = 3*1000
        # 最大买量
        max_buy_num = 0
        max_buy_num_set = set(max_num_set)