L撤比例修改

Administrator

2025-01-23 8c5353ae5579b0d2cbee3ce0b6e275344df42cc2

 cancel_strategy/s_l_h_cancel_strategy.py

@@ -574,6 +574,12 @@
                    # 扫入加红
                    return constant.L_CANCEL_RATE_WITH_MUST_BUY_FOR_REDICAL_BUY, True
                else:
                    # 根据成交额的大单成交占比来计算撤单比例
                    big_money_rate = radical_buy_data_manager.TotalDealBigOrderInfoManager.get_big_order_rate(code)
                    if big_money_rate is not None:
                        threshold_rate = min(big_money_rate*3, 0.95)
                        return threshold_rate, False
                    else:
                    deal_big_order_info = radical_buy_data_manager.get_total_deal_big_order_info(code,
                                                                                                 gpcode_manager.get_limit_up_price_as_num(
                                                                                                     code))