From aa3392d3d5b0b858deedd44abd7c4020eb565f4c Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期三, 16 八月 2023 15:28:42 +0800
Subject: [PATCH] ++++++++++++++++ bug修复
---
l2/cancel_buy_strategy.py | 6 +-----
1 files changed, 1 insertions(+), 5 deletions(-)
diff --git a/l2/cancel_buy_strategy.py b/l2/cancel_buy_strategy.py
index 430cf2e..1e5f887 100644
--- a/l2/cancel_buy_strategy.py
+++ b/l2/cancel_buy_strategy.py
@@ -166,13 +166,11 @@
# 濡傛灉start_index涓巄uy_single_index鐩稿悓锛屽嵆鏄笅鍗曞悗鐨勭涓�娆¤绠�
# 闇�瑕佹煡璇拱鍏ヤ俊鍙蜂箣鍓嶇殑鍚�1s鏄惁鏈夋定鍋滄挙鐨勬暟鎹�
process_index = process_index_old
- # 涓嬪崟娆℃暟
- place_order_count = trade_data_manager.PlaceOrderCountManager().get_place_order_count(code)
if buy_single_index == start_index:
# 绗�1娆¤绠楅渶瑕佽绠椾拱鍏ヤ俊鍙�-鎵ц浣嶇殑鍑�鍊�
left_big_num = self.__compute_left_big_num(code, buy_single_index, buy_single_index, buy_exec_index,
- total_data, place_order_count)
+ total_data, volume_rate_index)
buy_num += left_big_num
# 璁剧疆涔板叆淇″彿-涔板叆鎵ц浣嶇殑鏁版嵁涓嶉渶瑕佸鐞�
start_index = end_index + 1
@@ -233,7 +231,6 @@
cancel_num += data["re"] * int(val["num"])
# 淇濆瓨鏁版嵁
-
if need_cancel:
rate__ = round(cancel_num / max(buy_num, 1), 2)
if rate__ > cancel_rate_threshold:
@@ -509,7 +506,6 @@
l2_log.cancel_debug(code, "H绾ф槸鍚﹂渶瑕佹挙鍗曪紝鏁版嵁鑼冨洿锛歿}-{} ", start_index, end_index)
# 鑾峰彇涓嬪崟娆℃暟
- place_order_count = trade_data_manager.PlaceOrderCountManager().get_place_order_count(code)
cancel_rate_threshold = self.__hCancelParamsManager.get_cancel_rate(volume_index)
process_index = start_index
# 鏄惁鏈夎娴嬬殑鏁版嵁鎾ゅ崟
--
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