L撤守护时间更改

Administrator

2023-10-12 d30cf568885571cb730a5665ebec04a1cc14c899

L撤守护时间更改

 constant.py

@@ -111,7 +111,7 @@

# L撤
# L撤下单之后多久开始守护
L_CANCEL_START_TIME = 1
L_CANCEL_START_TIME = -1

L_CANCEL_MIN_WATCH_COUNT = 10
# 撤单比例

 l2/cancel_buy_strategy.py

@@ -1035,7 +1035,7 @@
        time_space = tool.trade_time_sub(total_data[start_index]["val"]["time"],
                                         total_data[buy_exec_index]["val"]["time"])
        # 守护S撤以外的数据
        if time_space <= constant.L_CANCEL_START_TIME or int(tool.get_now_time_str().replace(":", "")) > int("145700"):
        if int(tool.get_now_time_str().replace(":", "")) > int("145700"):
            return False, None, ""
        # 下单位临近撤
        can_cancel, cancel_data = False, None