From d7c1e83f8c4cb71b8d0c0b59e636816b5f89eda9 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期五, 24 一月 2025 14:22:39 +0800
Subject: [PATCH] L2历史数据解析
---
cancel_strategy/s_l_h_cancel_strategy.py | 5 ++++-
1 files changed, 4 insertions(+), 1 deletions(-)
diff --git a/cancel_strategy/s_l_h_cancel_strategy.py b/cancel_strategy/s_l_h_cancel_strategy.py
index a76aa24..00423b8 100644
--- a/cancel_strategy/s_l_h_cancel_strategy.py
+++ b/cancel_strategy/s_l_h_cancel_strategy.py
@@ -1546,7 +1546,10 @@
# 闄ゅ紑鏈�澶у崟鐨勫奖鍝嶆潈閲�
if not must_buy:
temp_thresh_hold_rate = round((total_num - max_num) * 0.9 / total_num, 2)
- thresh_hold_rate = min(thresh_hold_rate, temp_thresh_hold_rate)
+ if thresh_hold_rate > temp_thresh_hold_rate:
+ # 鐩爣鎾ゅ崟姣斾緥澶т簬澶у崟鎾ゅ崟姣斾緥灏卞彇姣斾緥鍧囧��
+ thresh_hold_rate = round((thresh_hold_rate+temp_thresh_hold_rate)/2, 2)
+
l2_log.l_cancel_debug(code,
f"L鍚庤绠楄寖鍥达細{start_index}-{end_index},宸叉挙鍗曟瘮渚嬶細{rate}/{thresh_hold_rate}, 涓嬪崟浣嶄箣鍚庣殑绱㈠紩锛歿after_place_order_index_dict}")
if rate >= thresh_hold_rate:
--
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