From 0d242997021955dce4a1d39b4c9e7836a15e873a Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 11 九月 2023 16:19:38 +0800
Subject: [PATCH] 打开H撤
---
trade/l2_trade_factor.py | 10 ++++++----
1 files changed, 6 insertions(+), 4 deletions(-)
diff --git a/trade/l2_trade_factor.py b/trade/l2_trade_factor.py
index 3ba8622..74fb7da 100644
--- a/trade/l2_trade_factor.py
+++ b/trade/l2_trade_factor.py
@@ -254,10 +254,12 @@
# 鑾峰彇鎾ら攢姣斾緥
@staticmethod
def get_cancel_rate(volume_rate_index):
- rates = [0.35, 0.45, 0.55, 0.65, 0.65, 0.75, 0.75, 0.75]
- if volume_rate_index >= len(rates):
- volume_rate_index = -1
- return rates[volume_rate_index]
+ # 鏆傛椂鍥哄畾姝�
+ # rates = [0.35, 0.45, 0.55, 0.65, 0.65, 0.75, 0.75, 0.75]
+ # if volume_rate_index >= len(rates):
+ # volume_rate_index = -1
+ # return rates[volume_rate_index]
+ return 0.89
class L2TradeFactorUtil:
--
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