senset/vnpy
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

[Fix]Close #735

Browse Source
This commit is contained in:
vn.py 2018-02-16 22:17:58 +08:00
parent 5ebe4a67c7
commit 002112c533
3 changed files with 98 additions and 122 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

94
examples/CtaBacktesting/.ipynb_checkpoints/backtesting_IF-checkpoint.ipynb
View File

File diff suppressed because one or more lines are too long

123
examples/CtaBacktesting/backtesting_IF.ipynb
View File

File diff suppressed because one or more lines are too long

3
vnpy/trader/app/ctaStrategy/ctaBacktesting.py
View File

@ -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: