cancel_strategy/s_l_h_cancel_strategy.py
@@ -1546,7 +1546,10 @@ # 除开最大单的影响权重 if not must_buy: temp_thresh_hold_rate = round((total_num - max_num) * 0.9 / total_num, 2) thresh_hold_rate = min(thresh_hold_rate, temp_thresh_hold_rate) if thresh_hold_rate > temp_thresh_hold_rate: # 目标撤单比例大于大单撤单比例就取比例均值 thresh_hold_rate = round((thresh_hold_rate+temp_thresh_hold_rate)/2, 2) l2_log.l_cancel_debug(code, f"L后计算范围：{start_index}-{end_index},已撤单比例：{rate}/{thresh_hold_rate}, 下单位之后的索引：{after_place_order_index_dict}") if rate >= thresh_hold_rate:
