[Fix]Close #735

2018-02-16 22:17:58 +08:00 · 2018-02-16 22:17:58 +08:00 · 002112c533
commit 002112c533
parent 5ebe4a67c7
3 changed files with 98 additions and 122 deletions
--- a/examples/CtaBacktesting/.ipynb_checkpoints/backtesting_IF-checkpoint.ipynb
+++ b/examples/CtaBacktesting/.ipynb_checkpoints/backtesting_IF-checkpoint.ipynb
--- a/examples/CtaBacktesting/backtesting_IF.ipynb
+++ b/examples/CtaBacktesting/backtesting_IF.ipynb
--- a/vnpy/trader/app/ctaStrategy/ctaBacktesting.py
+++ b/vnpy/trader/app/ctaStrategy/ctaBacktesting.py
@ -872,7 +872,8 @@ class BacktestingEngine(object):
            self.output('setting: %s' %str(setting))
            self.initStrategy(strategyClass, setting)
            self.runBacktesting()
-            d = self.calculateBacktestingResult()
+            df = self.calculateDailyResult()
+            df, d = self.calculateDailyStatistics(df)            
            try:
                targetValue = d[targetName]
            except KeyError: