From 7b44f8947a94dbe4f7c23a43e6fbfe331f93d29b Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 19 八月 2024 16:58:55 +0800
Subject: [PATCH] 整体撤单比例不足加入提示原因
---
utils/buy_strategy_util.py | 6 +++---
l2/l2_data_manager_new.py | 8 +++++---
2 files changed, 8 insertions(+), 6 deletions(-)
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index 0a5918a..9cc3fea 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -956,9 +956,11 @@
if buy_strategy_util.is_has_small_batch_cancel(code, trade_index,
order_begin_pos.buy_single_index):
# 鍒ゆ柇鎾ゅ崟姣斾緥鏄惁瓒冲
- if not buy_strategy_util.is_cancel_rate_reieved(code, 0.69, trade_index,
- order_begin_pos.buy_single_index):
- return False, True, f"鏉夸笂鏀鹃噺璺濈杩�({not_limit_up_trade_time_with_ms})锛屾湁灏忕兢鎾�, 鏁翠綋鎾ゅ崟姣斾緥涓嶈冻锛坽trade_index}-{order_begin_pos.buy_single_index}锛�"
+ cancel_rate_reieved_info = buy_strategy_util.is_cancel_rate_reieved(code, 0.69,
+ trade_index,
+ order_begin_pos.buy_single_index)
+ if not cancel_rate_reieved_info[0]:
+ return False, True, f"鏉夸笂鏀鹃噺璺濈杩�({not_limit_up_trade_time_with_ms})锛屾湁灏忕兢鎾�, 鏁翠綋鎾ゅ崟姣斾緥涓嶈冻锛坽trade_index}-{order_begin_pos.buy_single_index}锛墈cancel_rate_reieved_info[1]}"
else:
return False, True, f"鏉夸笂鏀鹃噺璺濈杩�({not_limit_up_trade_time_with_ms})锛屾病鏈夊皬缇ゆ挙锛坽trade_index}-{order_begin_pos.buy_single_index}锛�"
except Exception as e:
diff --git a/utils/buy_strategy_util.py b/utils/buy_strategy_util.py
index 2c180bd..40c8872 100644
--- a/utils/buy_strategy_util.py
+++ b/utils/buy_strategy_util.py
@@ -91,10 +91,10 @@
if buy_index and start_index <= buy_index:
cancel_count += 1
if buy_count == 0:
- return False
+ return False, "涔板叆鏁伴噺涓�0"
if round(cancel_count / buy_count, 2) > threshhold_rate:
- return True
- return False
+ return True, f"涔板叆鏁伴噺-{buy_count} 鎾ゅ崟鏁伴噺-{cancel_count}"
+ return False, f"涔板叆鏁伴噺-{buy_count} 鎾ゅ崟鏁伴噺-{cancel_count}"
def is_far_away_from_trade_index(code, trade_index, buy1_money):
--
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