From 7534d2cb9570836c2308b75314ba57c8eabc1261 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 20 三月 2025 16:37:22 +0800
Subject: [PATCH] 增加L撤比例API输出
---
cancel_strategy/s_l_h_cancel_strategy.py | 12 ++++--------
1 files changed, 4 insertions(+), 8 deletions(-)
diff --git a/cancel_strategy/s_l_h_cancel_strategy.py b/cancel_strategy/s_l_h_cancel_strategy.py
index ef9ed41..225ffa9 100644
--- a/cancel_strategy/s_l_h_cancel_strategy.py
+++ b/cancel_strategy/s_l_h_cancel_strategy.py
@@ -567,7 +567,7 @@
# 鑾峰彇鎾ゅ崟姣斾緥,杩斿洖锛堟挙鍗曟瘮渚�,鏄惁蹇呬拱锛�
@classmethod
- def get_cancel_rate(cls, code, buy_exec_time, is_up=False, is_l_down_recomputed=False, buy_mode=None):
+ def get_cancel_rate(cls, code, is_up=False, is_l_down_recomputed=False, buy_mode=None):
try:
must_buy = cls.__MustBuyCodesManager.is_in_cache(code)
if buy_mode == OrderBeginPosInfo.MODE_RADICAL:
@@ -1479,8 +1479,7 @@
# 璁＄畻鐩戝惉鐨勬�绘潯鏁�
total_num = 0
max_num = 0
- thresh_hold_rate, must_buy = LCancelRateManager.get_cancel_rate(code,
- total_data[buy_exec_index]["val"]["time"])
+ thresh_hold_rate, must_buy = LCancelRateManager.get_cancel_rate(code)
for wi in watch_indexes:
if str(wi) in after_place_order_index_dict:
@@ -1618,9 +1617,7 @@
else:
canceled_count_weight += WATCH_INDEX_WEIGHTS[-1]
rate = round(canceled_count_weight / total_count_weight, 3)
- thresh_cancel_rate, must_buy = LCancelRateManager.get_cancel_rate(code,
- total_data[buy_exec_index]["val"]["time"],
- is_up=True)
+ thresh_cancel_rate, must_buy = LCancelRateManager.get_cancel_rate(code, is_up=True)
l2_log.l_cancel_debug(code, f"璁＄畻鑼冨洿锛歿start_index}-{end_index},L鍓嶅凡鎾ゅ崟姣斾緥锛歿rate}/{thresh_cancel_rate}")
if rate >= thresh_cancel_rate:
# 璁＄畻鎴愪氦杩涘害浣嶇疆鍒板綋鍓嶄笅鍗曚綅缃殑绾拱棰�
@@ -1773,8 +1770,7 @@
total_nums += val["num"]
if left_count > 0 and index < trade_index:
total_deal_nums += val["num"]
- thresh_hold_rate, must_buy = LCancelRateManager.get_cancel_rate(code,
- total_datas[buy_exec_index]["val"]["time"])
+ thresh_hold_rate, must_buy = LCancelRateManager.get_cancel_rate(code)
if total_deal_nums / total_nums > 1 - thresh_hold_rate - 0.05:
return False
return True
--
Gitblit v1.8.0