From e155f71d1fda90ecf5ffc5bc9b4baeb06579ddbe Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 28 八月 2025 15:06:53 +0800
Subject: [PATCH] 委托列表输出量比/动态L后撤单比例修改/最大单价买到250/参考量不取最近5个交易日最大/下午1点过后不自动加想
---
cancel_strategy/s_l_h_cancel_strategy.py | 14 ++++++++------
1 files changed, 8 insertions(+), 6 deletions(-)
diff --git a/cancel_strategy/s_l_h_cancel_strategy.py b/cancel_strategy/s_l_h_cancel_strategy.py
index 38f71ff..7953db5 100644
--- a/cancel_strategy/s_l_h_cancel_strategy.py
+++ b/cancel_strategy/s_l_h_cancel_strategy.py
@@ -612,12 +612,14 @@
if constant.CAN_AUTO_L_DOWN_RATE_CHANGE:
try:
if MaxPriceInfoManager().get_max_limit_up_time(code) > 60:
- deal_big_order_info = radical_buy_data_manager.get_total_deal_big_order_info(code,
- gpcode_manager.get_limit_up_price_as_num(
- code))
- if deal_big_order_info and deal_big_order_info[5] > 5000e4:
- temp_rate = round(deal_big_order_info[1] / deal_big_order_info[5], 2)
- threshold_rate = min(max(temp_rate, 0.3), 0.9)
+ # deal_big_order_info = radical_buy_data_manager.get_total_deal_big_order_info(code,
+ # gpcode_manager.get_limit_up_price_as_num(
+ # code))
+ # if deal_big_order_info and deal_big_order_info[5] > 5000e4:
+ # temp_rate = round(deal_big_order_info[1] / deal_big_order_info[5], 2)
+ # threshold_rate = min(max(temp_rate, 0.3), 0.7)
+ volume_rate = code_volumn_manager.CodeVolumeManager().get_volume_rate(code)
+ threshold_rate = min(max(volume_rate, 0.3), 0.7)
except:
pass
return human_rate if human_rate > 0 else threshold_rate, False, (threshold_rate, human_rate)
--
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