Administrator
2023-10-24 c88a108ae2495d633a8661893118a4d6a8ccc6fc
L后最低囊括5笔
1个文件已修改
8 ■■■■■ 已修改文件
l2/cancel_buy_strategy.py 8 ●●●●● 补丁 | 查看 | 原始文档 | blame | 历史
l2/cancel_buy_strategy.py
@@ -981,12 +981,14 @@
            if not_cancel_indexes:
                temp_count = len(not_cancel_indexes)
                # 取后1/3的数据
                if temp_count >= 15:
                temp_index = int(temp_count * 2 / 3)
                re_start_index = not_cancel_indexes[temp_index]
                MAX_COUNT = len(not_cancel_indexes[temp_index:]) // 3
            if MAX_COUNT < 5:
                MAX_COUNT = 5
                elif temp_count >= 5:
                    re_start_index = not_cancel_indexes[-5]
                else:
                    re_start_index = not_cancel_indexes[0]
            MIN_MONEYS = [300, 200, 100, 50]
            watch_indexes = set()
            for min_money in MIN_MONEYS: