| | |
|---|
| | | thresh_cancel_rate, must_buy = LCancelRateManager.get_cancel_rate(code, |
|---|
| | | total_data[buy_exec_index]["val"]["time"], |
|---|
| | | is_up=True) |
|---|
| | | l2_log.l_cancel_debug(code, f"计算范围：{start_index}-{end_index},成交位临近已撤单比例：{rate}/{thresh_cancel_rate}") |
|---|
| | | l2_log.l_cancel_debug(code, f"计算范围：{start_index}-{end_index},L前已撤单比例：{rate}/{thresh_cancel_rate}") |
|---|
| | | if rate >= thresh_cancel_rate: |
|---|
| | | # 计算成交进度位置到当前下单位置的纯买额 |
|---|
| | | real_place_order_index_info = self.__real_place_order_index_dict.get(code) |
|---|
| | |
|---|
| | | if limit_up_price > 3.0: |
|---|
| | | return min(299 * 10000, round(limit_up_price * 7999 * 100)) |
|---|
| | | else: |
|---|
| | | max_money = limit_up_price * 10000 |
|---|
| | | return max_money * 0.95 |
|---|
| | | max_money = limit_up_price * 10000 * 100 |
|---|
| | | return int(max_money * 0.95) |
|---|
| | | |
|---|
| | | |
|---|
| | | # if int(val["num"]) >= constant.BIG_MONEY_NUM: |
|---|
