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Merge pull request #1816 from 1122455801/portafolio_test_0610

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[Add] cta投资组合回测示例
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vn.py 2019-06-11 11:10:56 +08:00 committed by GitHub
commit 1ba27ca5e3
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2 changed files with 230 additions and 3 deletions
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223
tests/backtesting/backtesting_portfolio.ipynb Normal file
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10
vnpy/app/cta_strategy/backtesting.py
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@ -330,9 +330,11 @@ class BacktestingEngine:
""""""
self.output("开始计算策略统计指标")
if not df:
# Check DataFrame input exterior
if df is None:
df = self.daily_df
# Check for init DataFrame
if df is None:
# Set all statistics to 0 if no trade.
start_date = ""
@ -476,9 +478,11 @@ class BacktestingEngine:
def show_chart(self, df: DataFrame = None):
""""""
if not df:
# Check DataFrame input exterior
if df is None:
df = self.daily_df
# Check for init DataFrame
if df is None:
return