From 377beb9d825a8b5f46a88209afebc370c6599a9a Mon Sep 17 00:00:00 2001 From: chenxy123 Date: Sun, 31 Jul 2016 22:28:50 +0800 Subject: [PATCH] =?UTF-8?q?=E4=BF=AE=E5=A4=8D=E6=B8=85=E7=AE=97=E7=A9=BA?= =?UTF-8?q?=E5=A4=B4=E5=B9=B3=E4=BB=93=E4=BA=A4=E6=98=93=E6=97=B6=EF=BC=8C?= =?UTF-8?q?=E4=BA=A4=E6=98=93=E7=BB=93=E6=9E=9C=E6=96=B9=E5=90=91=E9=94=99?= =?UTF-8?q?=E8=AF=AF=E7=9A=84=E9=97=AE=E9=A2=98?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- vn.trader/ctaAlgo/ctaBacktesting.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/vn.trader/ctaAlgo/ctaBacktesting.py b/vn.trader/ctaAlgo/ctaBacktesting.py index e51b74e0..61295317 100644 --- a/vn.trader/ctaAlgo/ctaBacktesting.py +++ b/vn.trader/ctaAlgo/ctaBacktesting.py @@ -517,7 +517,7 @@ class BacktestingEngine(object): closedVolume = min(exitTrade.volume, entryTrade.volume) result = TradingResult(entryTrade.price, entryTrade.dt, exitTrade.price, exitTrade.dt, - -closedVolume, self.rate, self.slippage, self.size) + closedVolume, self.rate, self.slippage, self.size) resultList.append(result) # 计算未清算部分