Administrator
2024-08-19 7b44f8947a94dbe4f7c23a43e6fbfe331f93d29b
l2/l2_data_manager_new.py
@@ -956,9 +956,11 @@
                            if buy_strategy_util.is_has_small_batch_cancel(code, trade_index,
                                                                           order_begin_pos.buy_single_index):
                                # 判断撤单比例是否足够
                                if not buy_strategy_util.is_cancel_rate_reieved(code, 0.69, trade_index,
                                                                                order_begin_pos.buy_single_index):
                                    return False, True, f"板上放量距离远({not_limit_up_trade_time_with_ms}),有小群撤, 整体撤单比例不足({trade_index}-{order_begin_pos.buy_single_index})"
                                cancel_rate_reieved_info = buy_strategy_util.is_cancel_rate_reieved(code, 0.69,
                                                                                                    trade_index,
                                                                                                    order_begin_pos.buy_single_index)
                                if not cancel_rate_reieved_info[0]:
                                    return False, True, f"板上放量距离远({not_limit_up_trade_time_with_ms}),有小群撤, 整体撤单比例不足({trade_index}-{order_begin_pos.buy_single_index}){cancel_rate_reieved_info[1]}"
                            else:
                                return False, True, f"板上放量距离远({not_limit_up_trade_time_with_ms}),没有小群撤({trade_index}-{order_begin_pos.buy_single_index})"
                        except Exception as e: