From 8fbf059d5e60fd00d80d2033f5c466b9158f4f4d Mon Sep 17 00:00:00 2001 From: Administrator <admin@example.com> Date: 星期三, 24 七月 2024 17:31:20 +0800 Subject: [PATCH] L后稳定后囊括修复/真实下单位完善/单笔下单金额改为2w --- cancel_strategy/s_l_h_cancel_strategy.py | 5 +++-- 1 files changed, 3 insertions(+), 2 deletions(-) diff --git a/cancel_strategy/s_l_h_cancel_strategy.py b/cancel_strategy/s_l_h_cancel_strategy.py index af87bcc..452f3dc 100644 --- a/cancel_strategy/s_l_h_cancel_strategy.py +++ b/cancel_strategy/s_l_h_cancel_strategy.py @@ -1841,8 +1841,9 @@ if tool.trade_time_sub(total_datas[-1]["val"]["time"], canceled_buyno_map[orderNo]["val"]["time"]) < 10 * 60: continue - val = total_datas[index]["val"] - time_str = L2DataUtil.get_time_with_ms(val) + # 缁熻鎾ゅ崟鏃堕棿 + cancel_val = canceled_buyno_map[orderNo]["val"] + time_str = L2DataUtil.get_time_with_ms(cancel_val) if time_str not in cancel_time_dict: cancel_time_dict[time_str] = set() cancel_time_dict[time_str].add(index) -- Gitblit v1.8.0