cancel_strategy/s_l_h_cancel_strategy.py
@@ -1309,7 +1309,7 @@ thresh_cancel_rate, must_buy = LCancelRateManager.get_cancel_rate(code, total_data[buy_exec_index]["val"]["time"], is_up=True) l2_log.l_cancel_debug(code, f"计算范围：{start_index}-{end_index},成交位临近已撤单比例：{rate}/{thresh_cancel_rate}") l2_log.l_cancel_debug(code, f"计算范围：{start_index}-{end_index},L前已撤单比例：{rate}/{thresh_cancel_rate}") if rate >= thresh_cancel_rate: # 计算成交进度位置到当前下单位置的纯买额 real_place_order_index_info = self.__real_place_order_index_dict.get(code)
