From 2c266f1309da998119cfaf23cbe3aa0c370c7bb8 Mon Sep 17 00:00:00 2001
From: nanoric <nanoric@qq.com>
Date: Mon, 17 Sep 2018 21:30:48 -0400
Subject: [PATCH] =?UTF-8?q?[Add]=20=E5=B0=86ctaBacktesting.outputOptimizeR?=
 =?UTF-8?q?esult=E5=88=86=E7=A6=BB=E4=BA=86=E5=87=BA=E6=9D=A5?=
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

---
 examples/CtaBacktesting/runOptimization.py    |  3 ++-
 vnpy/trader/app/ctaStrategy/ctaBacktesting.py | 15 ++++++---------
 2 files changed, 8 insertions(+), 10 deletions(-)

diff --git a/examples/CtaBacktesting/runOptimization.py b/examples/CtaBacktesting/runOptimization.py
index 81a01f28..32b19f01 100644
--- a/examples/CtaBacktesting/runOptimization.py
+++ b/examples/CtaBacktesting/runOptimization.py
@@ -48,6 +48,7 @@ if __name__ == '__main__':
     #engine.runOptimization(AtrRsiStrategy, setting)            
     
     # 多进程优化，耗时：89秒
-    engine.runParallelOptimization(AtrRsiStrategy, setting)
+    result = engine.runParallelOptimization(AtrRsiStrategy, setting)
+    engine.outputOptimizeResult(result)
     
     print(u'耗时：%s' %(time.time()-start))
\ No newline at end of file
diff --git a/vnpy/trader/app/ctaStrategy/ctaBacktesting.py b/vnpy/trader/app/ctaStrategy/ctaBacktesting.py
index cf06b61e..df5ba085 100644
--- a/vnpy/trader/app/ctaStrategy/ctaBacktesting.py
+++ b/vnpy/trader/app/ctaStrategy/ctaBacktesting.py
@@ -921,12 +921,8 @@ class BacktestingEngine(object):
         
         # 显示结果
         resultList.sort(reverse=True, key=lambda result:result[1])
-        self.output('-' * 30)
-        self.output(u'优化结果：')
-        for result in resultList:
-            self.output(u'参数：%s，目标：%s' %(result[0], result[1]))    
-        return resultList
-            
+        return self.outputOptimizeResult(resultList)
+
     #----------------------------------------------------------------------
     def runParallelOptimization(self, strategyClass, optimizationSetting):
         """并行优化参数"""
@@ -953,12 +949,13 @@ class BacktestingEngine(object):
         
         # 显示结果
         resultList = [res.get() for res in l]
-        resultList.sort(reverse=True, key=lambda result:result[1])
+        return resultList.sort(reverse=True, key=lambda result:result[1])
+
+    def outputOptimizeResult(self, resultList):
         self.output('-' * 30)
         self.output(u'优化结果：')
         for result in resultList:
-            self.output(u'参数：%s，目标：%s' %(result[0], result[1]))    
-            
+            self.output(u'参数：%s，目标：%s' % (result[0], result[1]))
         return resultList
 
     #----------------------------------------------------------------------