cancel_strategy/s_l_h_cancel_strategy.py
@@ -1841,8 +1841,9 @@ if tool.trade_time_sub(total_datas[-1]["val"]["time"], canceled_buyno_map[orderNo]["val"]["time"]) < 10 * 60: continue val = total_datas[index]["val"] time_str = L2DataUtil.get_time_with_ms(val) # 统计撤单时间 cancel_val = canceled_buyno_map[orderNo]["val"] time_str = L2DataUtil.get_time_with_ms(cancel_val) if time_str not in cancel_time_dict: cancel_time_dict[time_str] = set() cancel_time_dict[time_str].add(index)
