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Merge pull request #236 from victorzsl/dev

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Bug fix in ctaBacktesting.py 

thansks!
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vn.py 2017-02-27 09:36:45 +08:00 committed by GitHub
commit 2173f3ae92
1 changed files with 2 additions and 2 deletions
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vn.trader/ctaAlgo/ctaBacktesting.py
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@ -901,7 +901,7 @@ if __name__ == '__main__':
# 以下内容是一段回测脚本的演示，用户可以根据自己的需求修改
# 建议使用ipython notebook或者spyder来做回测
# 同样可以在命令模式下进行回测（一行一行输入运行）
from ctaDemo import *
from strategy.strategyEmaDemo import *
# 创建回测引擎
engine = BacktestingEngine()
@ -921,7 +921,7 @@ if __name__ == '__main__':
engine.setSize(300) # 股指合约大小
# 在引擎中创建策略对象
engine.initStrategy(DoubleEmaDemo, {})
engine.initStrategy(EmaDemoStrategy, {})
# 开始跑回测
engine.runBacktesting()