Administrator
4 天以前 6bbfbbb16d792f7737ec86cabdba5c0e98dcf4b4
有涨停买撤单要触发撤单计算
1个文件已修改
12 ■■■■ 已修改文件
cancel_strategy/s_l_h_cancel_strategy.py 12 ●●●● 补丁 | 查看 | 原始文档 | blame | 历史
cancel_strategy/s_l_h_cancel_strategy.py
@@ -1764,12 +1764,12 @@
            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))
                if buy_index is not None and buy_index in watch_indexes:
                    need_compute = True
                    break
                # 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
        if force_compute:
            need_compute = True
        if need_compute: