买入金额>=30亿/L后撤只囊括100w以上的

Administrator

2025-06-10 efe62c0c92bee36da5179f34bb73e8ee4db6f814

 cancel_strategy/s_l_h_cancel_strategy.py

@@ -946,7 +946,7 @@
                        if temp_count >= 10:
                            # 获取中位数
                            min_num = not_cancel_indexes_with_num[temp_count // 2][1]
                MIN_MONEYS = [300, 200, 100, 50]
                MIN_MONEYS = [300, 200, 100]
                watch_indexes = set()
                for min_money in MIN_MONEYS:
                    for i in range(end_index, re_start_index - 1, -1):
@@ -1518,12 +1518,16 @@
            canceled_num = 0
            # 记录撤单索引
            canceled_indexes = []

            deal_order_nos = HuaXinBuyOrderManager().get_deal_buy_order_nos(code)
            if deal_order_nos is None:
                deal_order_nos = set()
            trade_index, is_default = TradeBuyQueue().get_traded_index(code)
            if is_default:
                trade_index = None
            canceled_buyno_map = local_today_canceled_buyno_map.get(code)
            for wi in watch_indexes:
                cancel_data = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_canceled_data_v2(code,
                                                                                                      wi,
                                                                                                      total_data,
                                                                                                      local_today_canceled_buyno_map.get(
                                                                                                          code))
                cancel_data = L2DataComputeUtil.is_canceled(code, wi, total_data, canceled_buyno_map, trade_index, deal_order_nos)
                if cancel_data:
                    if str(wi) in after_place_order_index_dict:
                        # 真实下单位置之后的按照权重比例来计算
@@ -1534,7 +1538,6 @@
                                10 - after_place_order_index_by_dict[str(wi)]) // 10
                    else:
                        canceled_num += total_data[wi]["val"]["num"]

                    canceled_indexes.append(cancel_data["index"])
                # if wi == watch_indexes_list[-1] and left_count == 0:
                #     # 离下单位置最近的一个撤单，必须触发撤单
@@ -1890,7 +1893,7 @@
        @return:
        """
        total_datas = local_today_datas.get(code)
        MIN_MONEYS = [300, 200, 100, 50]
        MIN_MONEYS = [300, 200, 100]
        watch_indexes = set()
        for min_money in MIN_MONEYS:
            for i in range(end_index, start_index - 1, -1):