Administrator
2023-10-10 b7f067e6bebcf872a4bd90f0d4e7ebb7e4eeb650
l2/cancel_buy_strategy.py
@@ -668,6 +668,7 @@
    @classmethod
    def get_cancel_rate(cls, code):
        base_rate = constant.L_CANCEL_RATE
        try:
        block_rate = 0
        if code in cls.__block_limit_up_count_dict:
            count = cls.__block_limit_up_count_dict[code]
@@ -687,6 +688,8 @@
        base_rate += block_rate
        base_rate += deal_rate
        except Exception as e:
            l2_log.l_cancel_debug(code, f"计算撤单比例出错:{e}")
        return round(base_rate, 2)
    # 设置板块涨停数量(除开自己)
@@ -935,7 +938,9 @@
            val = data["val"]
            if L2DataUtil.is_limit_up_price_buy_cancel(val):
                # 查询买入位置
                buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data_v2(data, local_today_buyno_map.get(code))
                buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data_v2(data,
                                                                                                    local_today_buyno_map.get(
                                                                                                        code))
                if buy_index is not None and buy_index in watch_indexes:
                    need_compute = True
                    break