Changes

Administrator

2025-07-16 883138e336dc2fc8c1990af4a628c92698a9a5e7

Changes

 cancel_strategy/s_l_h_cancel_strategy.py

@@ -1935,7 +1935,7 @@
        """
        统计L后监听数据信息
        @param code:
        @return:((总笔数, 总金额), (已撤笔数,已撤金额), (已成交笔数,已成交金额), 综合撤单比例)
        @return:((总笔数, 总金额), (已撤笔数,已撤金额), (已成交笔数,已成交金额), 综合撤单比例, 撤单比例阈值)
        """
        watch_indexes_info = self.__get_watch_indexes_cache(code)
        if not watch_indexes_info:
@@ -1977,6 +1977,7 @@
            fresults.append(100.00)
        else:
            fresults.append(round(total_cancel_num * 100 / (total_nums - total_after_num), 2))
        fresults.append(LCancelRateManager.get_cancel_rate(code)[0])
        return fresults