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[Fix]Close #735

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vn.py 2018-02-16 22:17:58 +08:00
parent 5ebe4a67c7
commit 002112c533
3 changed files with 98 additions and 122 deletions
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94
examples/CtaBacktesting/.ipynb_checkpoints/backtesting_IF-checkpoint.ipynb
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123
examples/CtaBacktesting/backtesting_IF.ipynb
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3
vnpy/trader/app/ctaStrategy/ctaBacktesting.py
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@ -872,7 +872,8 @@ class BacktestingEngine(object):
self.output('setting: %s' %str(setting)) self.output('setting: %s' %str(setting))
self.initStrategy(strategyClass, setting) self.initStrategy(strategyClass, setting)
self.runBacktesting() self.runBacktesting()
d = self.calculateBacktestingResult() df = self.calculateDailyResult()
df, d = self.calculateDailyStatistics(df)
try: try:
targetValue = d[targetName] targetValue = d[targetName]
except KeyError: except KeyError: