| | |
|---|
| | | if not must_buy: |
|---|
| | | temp_thresh_hold_rate = round((total_num - max_num * max_num_count) * 0.8 / total_num, 2) |
|---|
| | | 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) |
|---|
| | | |
|---|
| | | if cancel_rate_info and cancel_rate_info[1] > 0: |
|---|
| | | pass |
|---|
| | | else: |
|---|
| | | # 没有人为设置 |
|---|
| | | # 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}, 最大单-({max_num}，{max_num_count})") |
|---|
| | | if rate >= thresh_hold_rate: |
|---|
