l2/cancel_buy_strategy.py | ●●●●● 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: