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fix amount bug

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This commit is contained in:
msincenselee 2015-10-28 10:15:41 +08:00
parent a6066b05f4
commit 20e18eefa3
1 changed files with 14 additions and 6 deletions
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12
vn.strategy/strategydemo/backtestingEngine.py
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@ -515,12 +515,12 @@ class BacktestingEngine(object):
#f.close()
# 保存本地pickle文件
resultPath=os.getcwd()+'\\result'
resultPath=os.getcwd()+'/result'
if not os.path.isdir(resultPath):
os.mkdir(resultPath)
resultFile = u'{0}\\{1}_Trade.pickle'.format(resultPath, self.Id)
resultFile = u'{0}/{1}_Trade.pickle'.format(resultPath, self.Id)
cache= open(resultFile, mode='w')
@ -551,10 +551,18 @@ class BacktestingEngine(object):
if len(values) > 0:
values = values + ','
if tradeItem['Direction'] == '0':
if tradeItem['OffsetFlag'] == '0' :
amount = 0-float(tradeItem['Price'])*int(tradeItem['Volume'])
else:
amount = float(tradeItem['Price'])*int(tradeItem['Volume'])
else :
if tradeItem['OffsetFlag'] == '0' :
amount = float(tradeItem['Price'])*int(tradeItem['Volume'])
else:
amount = 0 - float(tradeItem['Price'])*int(tradeItem['Volume'])
values = values + '(\'{0}\',\'{1}\',{2},{3},{4},{5},{6},{7},\'{8}\',{9})'.format(