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17 小时以前 f4333824e6fc82eb7e6c0ff536f31baf6c7c8df2
L后自然最大撤单率最大80%
1个文件已修改
4 ■■■■ 已修改文件
cancel_strategy/s_l_h_cancel_strategy.py 4 ●●●● 补丁 | 查看 | 原始文档 | blame | 历史
cancel_strategy/s_l_h_cancel_strategy.py
@@ -578,7 +578,7 @@
                    # 根据成交额的大单成交占比来计算撤单比例
                    big_money_rate = radical_buy_data_manager.TotalDealBigOrderInfoManager.get_big_order_rate(code)
                    if big_money_rate is not None:
                        threshold_rate = min(big_money_rate * 3, 0.95)
                        threshold_rate = min(big_money_rate * 3, 0.8)
                        return threshold_rate, False
                    else:
                        deal_big_order_info = radical_buy_data_manager.get_total_deal_big_order_info(code,
@@ -587,7 +587,7 @@
                        deal_rate = round(deal_big_order_info[1] / deal_big_order_info[2], 2)
                        threshold_rate = 0.5 * deal_rate + 0.35
                        threshold_rate = max(threshold_rate, 0.375)
                        threshold_rate = min(threshold_rate, 0.95)
                        threshold_rate = min(threshold_rate, 0.8)
                        return threshold_rate, False
            if must_buy:
                if is_up: