cancel_strategy/s_l_h_cancel_strategy.py | ●●●●● 补丁 | 查看 | 原始文档 | blame | 历史 |
cancel_strategy/s_l_h_cancel_strategy.py
@@ -1738,6 +1738,8 @@ self.re_compute_l_down_watch_indexes(code, big_sell_info=( real_trade_index, latest_deal_time_ms)) l2_log.l_cancel_debug(code, f"更新L后囊括完成(大卖单):{(real_trade_index, latest_deal_time_ms)}") else: l2_log.l_cancel_debug(code, f"大卖单金额不足({THRESHOLD_MONEY})") return False, "" # L后是否还有可能撤单