From 0a82a3db5496751b3c39915b6c159e5a8ecd7a67 Mon Sep 17 00:00:00 2001 From: Administrator <admin@example.com> Date: 星期五, 06 十二月 2024 19:11:42 +0800 Subject: [PATCH] 策略优化 --- l2/l2_data_manager_new.py | 6 +++++- 1 files changed, 5 insertions(+), 1 deletions(-) diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py index b3485a5..4bdd4f6 100644 --- a/l2/l2_data_manager_new.py +++ b/l2/l2_data_manager_new.py @@ -709,7 +709,11 @@ b_need_cancel, b_cancel_data, extra_msg = RDCancelBigNumComputer().need_cancel(code, start_index, end_index) if b_need_cancel and b_cancel_data: - return b_cancel_data, f"RD鎾�({extra_msg})", trade_constant.CANCEL_TYPE_RD + big_order_info = radical_buy_data_manager.get_total_deal_big_order_info(code, + gpcode_manager.get_limit_up_price_as_num( + code)) + if big_order_info[0]>0: + return b_cancel_data, f"RD鎾�({extra_msg})", trade_constant.CANCEL_TYPE_RD except Exception as e: async_log_util.error(logger_l2_error, f"RD鎾ゅ嚭閿� 鍙傛暟锛歜uy_single_index-{_buy_single_index} buy_exec_index-{_buy_exec_index} 閿欒鍘熷洜锛歿str(e)}") -- Gitblit v1.8.0