From 6a0d3ff5832e57ee1b1374d086f24b3c1679b332 Mon Sep 17 00:00:00 2001 From: Administrator <admin@example.com> Date: 星期五, 05 九月 2025 18:22:24 +0800 Subject: [PATCH] bug修复/降低测撤单率 --- trade/l2_trade_factor.py | 6 +++--- 1 files changed, 3 insertions(+), 3 deletions(-) diff --git a/trade/l2_trade_factor.py b/trade/l2_trade_factor.py index 0ea341f..602d8fe 100644 --- a/trade/l2_trade_factor.py +++ b/trade/l2_trade_factor.py @@ -6,7 +6,7 @@ from code_attribute import big_money_num_manager, limit_up_time_manager, global_data_loader, gpcode_manager import constant -from trade import trade_manager, deal_big_money_manager +from trade import trade_manager, deal_big_money_manager, trade_constant from utils import global_util, tool @@ -118,7 +118,7 @@ # 鏄惁鏄垵娆′笅鍗� @classmethod def is_first_place_order(cls, code): - return trade_manager.CodesTradeStateManager().get_trade_state_cache(code) == trade_manager.TRADE_STATE_NOT_TRADE + return trade_manager.CodesTradeStateManager().get_trade_state_cache(code) == trade_constant.TRADE_STATE_NOT_TRADE # 璁剧疆鍒嗘暟 def set_score(self, score): @@ -209,7 +209,7 @@ # 鑾峰彇m鍊� def get_m_val(self): base_m = self.get_base_m_val(self.code) - if self.is_first_place_order(self.code) and self.code.startswith("00"): + if self.is_first_place_order(self.code) and tool.is_sz_code(self.code): base_m = int(base_m * 2) rate = self.get_m_val_rate(self.volume_rate_index) m = round(base_m * (1 + rate)) -- Gitblit v1.8.0